Eh, machines under 1,500 pounds aren't too bad, can be picked up & loaded on/off trailers with engine hoists, moved into place with said hoists or even dragged/pushed across smooth floors.
It gets much more interesting when the machines weight two tons or more, though!
This is my Pedersen VPF-21 40 taper uni mill, about 5,500#. We had to chain around the structure, arms wouldn't lift it with the extra few inches leverage being attached to the bucket. Without the box scraper on the back, the tractor was very tippy.
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My Buddy's 18x72 tray top, right around 4k#
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To get my over 9' long, 4,200 lb Rahn-Larmon into my shop, we unloaded from trailer with the 40B onto heavy duty dollies I built, then winched it inside
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Getting it off the dollies was done with a 3 ton floor jack. I put it on 4" concrete blocks to better accommodate my uses
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To put things in perspective, the tailstock on the Rahn Larmon weighs more than a HF 8x12 lathe.
These big machines may be a pain to move, but they can often be had relatively cheap due to lack of market, and once in place, having the capability is something you'll never regret. Cutting 17-4 SS on a mini lathe, you're gonna be fighting chatter and deflection constantly, limited to DOC (depth of cut) around .015",
maybe, on pieces of ~1.25" dia. A machine the size of the Grizzly G4003 is definitley more rigid, but still only 1-1.5 HP and with carriages barely 100#, so slow feeds and still only about .040"-.050" DOC on that 1-1/4" or 1-1/2" piece. Serious machines, these 16"+ swing, 3+ HP ones, can take big bites, and at feed rates where you actually get work done. Except for finish passes, my material removal rate with ~1.5" 17-4 stock on the Rahn-Larmon is .100" DOC at 8 inches per minute.
If you have the space, there's no good reason not to go bigger.