I use paper for doing touch-offs. On a horizontal milling machine, the cutters will often have teeth that do not all hit the work in the same plane. I was taught ages ago to use a piece of paper. Mike the paper first (printer paper is usually 0.004"). Cut or tear a strip of paper and put it against the work. Advance the table or raise the knee (depending on the direction the cut is to be taken) until the paper just catches. Hold the paper lightly with a thumb and index finger and if you do this right, would will feel a tug on the paper as the cutter's highest teeth just scrape the surface of the paper. If the paper is pulled out from between your fingers, you probably went fed thru the paper and into the work. I sometimes use cigarette rolling papers (which mike at 0.001"), but for work with larger horizontal milling cutters, a piece of plain paper torn from a sheet of printer paper or some invoice or similar works fine. I've used this method to touch off for milling keyways and spline teeth and been spot-on with it.
Another thing to remember is that the forces created by a horizontal milling machine's cutters are often a lot heavier than those set up by an end mill cutter. Make the heaviest setup you can. On deep hogging cuts with a slab mill cutter, I like to add a 'stopper' in the form of a couple of tee nuts (or tee bolts) clamping a slotted link to the table, with the link jammed up hard against the end of the work which will see the thrust of the cutter.
The horizontal milling machines are not so common as they once were, with vertical mills being the favored thing. Nothing beats a horizontal mill for certain milling operations like 'slabbing' (using a slab milling cutter to reduce thickness on stock) or mounting a heavy face mill cutter on the spindle for some jobs. For jobs like milling a spline or cutting a one-off gear, the horizontal mill is the best show in town short of having a hobber or other specialized machine tool. For running slitting saws, the horizontal mill is also the best show in town, at least in my book.
I keep some odd pieces of hardwood lumber handy for initial setups on rough castings, rough forgings, or weldments. When making the initial setup, I will lay the hardwood on the milling machine table and pull the job down into it. A rough surface such as a casting, forging, or weldment would otherwise be landed on a few random high points. The hardwood on the table allows the rough surface of the job to bite into it. I do as much machining as I possibly can on that first setup, and make sure I have a good flat surface to flip into contact with the table (or something like an angle plate) if further machining is required. If a surface is not so rough as a casting or weldment, but might be something like a piece of hot rolled structural steel, I will often put a piece of brown paper (torn from grocery bags) between the work and table to take up irreqularities and give a bit more friction. I've also used annealed sheet copper for this same purpose (scrap roofing flashing copper).
As a teenager, I learned in a hurry that if there is any 'give' in a setup on a horizontal milling machine, the cutter will find it and move the job, if not throw it aside. My own policy with any machine tool is to think and plan my setups, and to make sure there is solid bearing contact between the job and the machine tool table (or vise). As I wrote, I like to add a 'chock' or 'stopper' to take the thrust load, having seen what that can be like when I was a teenager first learning about machine work.