I wouldn't be too discouraged by the replies you are getting. A 12 x 36, virtually any brand, is better by an order of magnitude than any brand of 9 x 20, even a Jet. In fact the Jet 9 x 20 is all but identical to any of the other brands of 9 x 20s including the HF variety.
I would disagree with the general assessment of the HF 12 x 36. In fact they are probably just as well put together as the other 12 x 36 lathes judging from the one I have owned for 3 years and the several others that I have knowledge of. I have used mine for hundreds of hours machining model engines and making a variety of tools and assorted things for home and shop. I have had no more problems (actually, almost no problems with mine) compared to the several hundreds of users I keep up with on the two Yahoo 12 x 36 lathe groups.
I would admit that the support you get from Grizzly is probably better than what you can expect from HF (I own a number of Grizzly tools), however, the support you get from HF is probably on par with Enco, Wholesale Tools and several vendors which sell almost identical 12 x 36 lathes down to the parts being interchangeable on all of them. And almost of all of these vendors charge more for their version of the same lathe.
I have no first hand knowledge of the HF 14 x 40 lathe, although based on my experience with the 12 x 36, I would certainly consider it.