It depends on what you want and how you want to deal with it after your first year.
If you buy a new Zeiss CMM, you should have the full Preventative Maint. done when it is due for recalibration (machine settling, etc.). While it is a little expensive, it needs to be done after the first year.
After that you can look into a Renishaw Machine Checking Gage. They run around $2500.00. But what you want to do is check your CMM every month (or week if you want) to prove statistical stability of your machine's repeatability (not accuracy - someone correct me if I'm wrong). Providing your CMM stays within the manufacturer's specification you can legally (QS & ISO) extend your calibrations to 2 years or longer, thus saving money with some payback after 3-4 years.
You will still have to PM your machine and/or have Zeiss come in and do their minimal service at least every other year.