I'm stuck asking the same question, do I want all my gear to be as close to NIST as possible or just to all agree with each other knowing they are still close to NIST. Ill still send my newer instruments in for factory cal, but it bugs me how they never seem to quite agree down to the LSD.
This drive my OCD off the charts;
I just picked up my latest bit of metrology gear, a nice Simpson 260-8, I'm just going to use it as my new standard so everything else will now match
In all seriousness, I forked over some real cash for a meter, many times better than I will ever really need (DMM7510). This is my house reference standard that I fall back on. I know its not perfect or have absolute accuracy to NIST, its even possible my 34465A my even be closer, but I have no way to know for certain, so I have to trust my best meter as my house standard.