If you want that level of detail, then get hold of some old cameras - both digital and mechanical, a lot of old watch parts, brass, copper and aluminium tube, pcb boards from old VCRs / radios and you're good to go.
I've not used a watchmaker's lathe. I've found that a lot of parts from different found items share common measurements, and where they don't, at that scale a little drilling with a pin vice or filing and grinding with a dremel usually does the job.
Steel dressmaker's pins are great for threading tiny cogs and wheels and other bits and pieces onto. They can also be used for tiny bends to direct tubing all over the place.
Here's a quick, crappy pic.
The three identical 'probe's are made from pins, aluminium tubing, watch winding crown mounts, with 3.6mm diameter rings. The lens is from a digital compact camera, the other parts are brass and plastic lens mounts from cameras.
This part will sit opposite the primary crystal in my Luke ANH build.
View attachment 553153
Of course it's possible to get these results from a lathe - I just think it's a little easier to find the parts and put them together as their finish is perfect - plus it would be time consuming to machine such tiny pieces identically.
Just my 2 cents.