I have been researching and building my own and so far everything is going alright. Some tips for you:
- I bought a sheet of 1/4" MDF for all the side pieces but it's a pain to join at 90 degree angles so I would look into alternative material (plastic, metal, maybe wood).
- You can get slides from old printers and typewriters for free, and they work great since you don't have to align as many components for smooth operation.
- Make sure you do some basic statics/strength of material analysis on your design or use a pre-tested design from online. Last thing you want is your axes bending or breaking.
- Check out modularcnc.com, they have some kits and parts that might be worth shelling out the money for.
Wish you the best of luck, post pics if you can.