I would definitely recommend the closed end mandrel from Bill. When I got mine, he had a special going where if you bought two (or something like that - I bought the Churchill one, too), you get Ed D's 'How to make a closed end pen' DVD, which was really great to watch, not only to learn the closed end stuff, but also just to see somebody else work on a lathe. I learned a lot just watching Ed, although he does some crazy stuff in there that I don't have the cajones to try myself (i.e., "Just use your hand to steady the piece as it turns...").
He also sends along a great little printed addendum to the video with all the measurements you need for drill depths for all the mandrels that AS carries.
The machining is great on these mandrels, and they make closed ends much easier.
I think all of the pen kits have online instruction sheets, I just google stuff like 'Baron pen kit instruction sheet' and usually come up with something useful right away. It's best to get the sheets from where you bought a particular kit, though.