Steve,
Any end mill over 5/16s I would use in a solid holder. Anything smaller can be held in a collet holder. This is the primary way do things where I work. Just be careful that you get holder that are rated for the higher rpms that the smaller end mills can br used at. One of the CNC mills where I work goes over 20,000 rpm but they only have holders rated to 18,000 rpm so they stop programming there. Still is scarey running tooling at that rpm! You never hear anything wrong until it is too late
Most of the time you do know anything is wrong until the program ends and you get to look at the part. Then you start replacing tools and try to save the part.
Lynn