I am still fairly new to cnc milling as a hobby. I don't have a lot of tool holders that will allow me to set my offsets before I start running my program and not have to reset it each time I change out a tool.
So I thought the other day, about buying shaft collars to use on my cutters. The collars have a set screw to tighten down on your cutters so it don't move. These collars come in all different sizes, and if you have an oddball size tool you can buy a smaller one and drill it out to the needed size. So using one of the collars like what is shown in the link below, I can set all my offsets at once, then run my parts with out having to do it again. This way you don't have to have a collet or tool holder for every tool you use alot.
Shafting Collars, Couplings & Locking Assemblies | Collars | Set Screw Collar, 3/8 " Bore, GSC-037-SS | B262996 - GlobalIndustrial.com
David