Amazon stocks a lot of router bits too. The HSS bits from Amico are decent for rough cuts and will do finish cuts at slower speeds (like most bits).
To start I would get a 1/4" end mill (with cutting end so you can plunge). I use this one frequently. http://www.amazon.com/gp/product/B007Q92RTA/
Tune your depth of cut (doc), feed speed and spindle speed based on material. There's a few common formulas - search the tubes for 'cnc router feed formula' or similar phrases.
For plastic, it's not too different than wood. If your bit ever gets gummed up, you used a wrong setting (spindle, feed, depth). You should see chips flying from the cutter when machining plastic - not melting or dissolving around the bit. Best plastic to mess with is HDPE or delrin. It's very forgiving and relatively soft so you can use 2 flute cutters at lowish speeds. I generally machine plastics starting with 8k ~ 12k, 0.15" doc, 20 IPM. And adjust to get a a good chip load. Same thing for wood. It's all about the chips (or dust in the case of MDF .. lots of dust)
Ted