It's a very good idea to purchase the machine and frame together, as a set. Not all frames are compatible with all longarm machines. The only reason you would start looking at frames first is if you have a strict budget and need to shop on Craigslist and the like to put together a setup.
I have a Voyager 17 and Hinterberg stretch frame. The Voyager is an exceptionally heavy longarm because it is a stretched industrial Singer (no longer made). A Grace frame would not be able to handle the weight of the Voyager, whereas the Hinty frame was developed hand-in-hand with the Voyager.
A rule-of-thumb is to spend a year researching longarm setups before making a purchase. There is lots of info on the internet, but nothing replaces going to dealerships and quilt shows to actually try out setups. I have done this and found that the Innova is the machine that handles best for me. I would not dream of buying an Innova separately from a frame; I would purchase machine and frame as a package.