If you decide you are serious about pursuing kitless pen making, I would suggest purchasing a metalworking lathe. I have the Grizzly 7x14" mini metal lathe and it works perfectly fine for what I need it for: Plus it is relatively cheap. I've done kitless pens on both the wood lathe and metal lathe, and would not choose to ever do one on the wood lathe again (quite possibly one of the most frustrating penmaking experiences of my life!). The metal lathe will also let you easily and accurately make all the mandrels that you will need.
I believe this is the tutorial I followed when I first started:
http://mkmk.com/swiwt/PDF/kitless_pen.pdf
As well as watching the kitless pen making videos on this guy's YouTube channel:
https://www.youtube.com/user/Steve4948/videos
The taps and dies I use are as follows:
Section to body: M10x.75 (I also use this for threading the cap finial to screw into the cap over top of the clip ring). I use a 9.25mm drill bit for this hole.
Cap to body: M12x.75. I use an 11.25mm drill bit for this hole
Feed housing: I use Jowo nib units, so for a #6 unit, I use a M7.4x.5 tap (purchased from Silver Pen Parts), and a 6.9mm drill bit for the hole.
Obviously the list of tools could go on and on. A tailstock drill chuck and die holder are necessary, as someone mentioned previously, as well as cutting tools if you decide to go the metal lathe route. I like the indexable cutting tools that accept either carbide or high speed steel inserts, such as this:
https://littlemachineshop.com/products/product_view.php?ProductID=4132&category=1208242246
I would also strongly recommend a replacement quick change tool post. I have this one and love it:
https://littlemachineshop.com/products/product_view.php?ProductID=2461&category=-419988835
Anyway, I hope this wasn't too confusing. I started making kitless pens this past summer and thought I would share some of the tools and equipment I found to be necessary and helpful. If you have any questions, feel free to PM me. Good luck!
-John