So far I'm going with the e3v3 se. Is there anything in specific I should look out for when it arrives? Or should I set it up and run through the basics. Obviously can't just leave it in box until Christmas or I won't be able return it if something is wrong. How specific is filament? I see that there are different widths and materials but as far as brands go there doesn't seem to be any proprietary stuff to look out for.

These look to be significantly out of my budget

Shouldn't be. This for the next Treyarch developed game. Modern Warfare is developed by infinity ward.

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