I prefer a warping board as does at least one master weaver and another production weaver I know. They both have their place. If you have nowhere to mount a warping board, then a mill might be the answer. It has its advantages and disadvantages. For long warps with very little color change or for limited physical space, they are very good. You might consider a door frame with removable dowels if you have limited space. Just don't wind a warp over a door that you will need to enter or exit! When you've finished winding the warp, remove the dowels from the door frame. Be sure the dowels are of maple or oak or they will bend and break. Ask me how I know. If you can't do that, you might consider warping pegs as they are portable and inexpensive. These are good for short warps.
The "tickets" to good selvages:
Keep your weaving space midway between the breast beam and beater - known as the "sweet spot." It's where you get the best shed. Only weave for about an inch and advance your warp often. Don't try to get your money's worth from an advance of the warp by weaving as close as you can to the breast beam and as close as you can to the beater. Your selvages will show it when you take your warp off the loom. And here is the reason why: the arc of the weft is different at the breast beam than it is at the beater. So, narrow the space in which you weave.
And do not fool with the selvages as you weave. It will loosen the tension on your selvages so that when you take it off the loom, the selvages will "wave" lengthwise.
Strive for an even beat. Get in a rhythm with throwing and beating. When you get up from the loom, loosen your tension and tighten when you return to weave - unless you are going to come back in a few hours. Even then, when you sit down to weave, beat before you throw your next pick as the pick will have "traveled" ever so slightly toward the breast beam so that when you hold your weaving up to the light, the beat will be uneven - even after washing.
Don't overload your bobbins as it puts pressure on the selvages. Throw evenly and, again, with rhythm. You will always have one selvage that is not as good as the other. It's universal as most of us are not ambidextrous.