Rick - $3k is much much higher than you really need to go. I watched craigslist for quite a while looking for what I wanted, but solid 9-10" bench lathes are readily available for well under $1k all day. Mine was about half that and serves my needs just fine. Of course, the tooling is usually going to add up to much more than the lathe itself - I imagine I've spent at least 4 or 5 times what I spent on the lathe upgrading the chucks, adding collets, better toolpost, etc etc; all of that will last my lifetime, though, even if I change lathes so it's worth it to me.
btw - the 8-32 threads you're thinking of are the pivot screws that tie the lever caps to the sidewalls, not the lever cap screws themselves - that's a rather miniscule thread for a lever cap screw.
The lever cap screws themselves are pretty universally between 5/16 and 1/2. I don't think you'll find much of anything outside that range that's not out of proportion with everything else on the plane.