Which do you prefer? I have the option to do both but milling seems to take awfully long and produces a lot of noise and glass fiber dust. It has the benefit of not needing etch resist which is also messy.
Chemical etching with iron chloride is also quite messy. First applying etch resist, removing part of it, etching etc. It is much simpler though and you don’t need a CNC machine for this.
I have a cheapshit cnc mill I use for PCB milling. It does the job and once you get used to it, it goes fairly quick. Challenge is getting the board to stay flat, because if the tape lets go, now your bit is digging for China, and no board starts flat. Doing a height probe is very necessary. What I like is that I just swap the bit and run it through the drill map, then I’m ready to either drive rivets or poke a piece of wire through for my vias.
But for getting a quick prototype with vias and SMD pads, I don’t think etching compares. I’ll cut boards until I’m happy with the design then send it off to JLCPCB for a production board. I’m not precious about the dust, I run it out in the shop along with every other toxic gas and dust I deal with as a farmer. I guess you could run it outside if you were concerned.