I can't recommend a pin vice highly enough. Get a swivel-back one with interchangeable collets so you can fit whatever size bit you need. They do make pin vices with a chuck system so you don't have to swap out, but the bulk and the price drives me away. I'd advise against getting a double-ended pin vice, though. Sure, you can keep two collet sizes ready to go, but the comfort and control while drilling afforded by a swivel head greatly outweighs the minor hassle of changing collets twice as frequently. Pin vices are also more flexible and less fiddly than an Archimedes drill.
I'd also suggest you get a sturdy, ALL METAL hobby knife and some blades. I use a bog standard X-acto handle and no.11 blades for 95% of my knife needs (removing parts from sprue, scraping mold lines, cutting plasticard sheet/rod, and more). The retractable snap-off knives are great for easy cuts on thick material (carving foam for terrain, etc.), but the blades are thin and flimsy. No.11s won't buckle and snap under torque and allow much finer control of the blade.
I'd also look into swapping that mini hacksaw for a razor saw. You can pick one up pretty cheaply, often packaged with a small miter box, which is plenty useful, in its own right. The cuts will be cleaner than your hacksaw, plus the kerf is MUCH narrower, meaning you can chop the hand off of an arm without removing half of the limb as plastic dust. Some people prefer a jeweler's saw, but I haven't yet found a project where I would use it over my razor saw for a straight cut. If you'll be doing pierce-work on sheet metal as well, then the jeweler's saw can work double duty, in a pinch. Just learn how to use it or you'll snap a dozen blades before you've sawed an inch.
Other immeasurably valuable tool - a good ruler/straightedge. I have a 6" steel rule I use for any and all small measurements and cuts. Longer cuts go to a 12" clear plastic one that has a metal strip on one edge to guide cuts. I've found the smaller steel rule unbelievably convenient on my cluttered desk, as I don't have to shift things around for clearance.
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