I added an air nozzle to our Othermill Pro desktop CNC to clear chips away as it cuts.
NOTE: Use common sense and caution, please. Your mileage may vary. If you're making deep cuts, this could interfere with and damage your part, or get caught by the bit. Do not taunt happy fun ball.
Othermill / Bantam provides a small fan that attaches to the bit itself as the recommended method for chip clearing, but I found it cumbersome, and eventually the fan didn't fit tightly on the shank of the tools anyway.
I installed a push-to-connect fitting that mounts through the wall (yep, you've gotta drill through the housing of your mill) so you can easily connect or disconnect air without reaching in the machine. The air hose is routed along the existing cable runs to keep it out of the way, and has a Luer-lock fitting so you can swap in different nozzles if you like. It mounts to the carriage using existing M3 tapped holes (PEM inserts, actually) so no drilling/tapping needed on that end of things.
I happen to have M5 and 1/4-28 taps, as well as the 4 mm tubing on hand since we use these parts a lot at work, but it'd be easy enough to swap in all Imperial unit parts instead, or use narrower tubing, etc. Modify as you like!