Ebay is a Must...
(unless you are rich!)
5 Bears Home Homebrew CNC bench mill

While somewhat tongue-in-cheek, this page's title says it all. Since I decided to go with the best components, I had to face up to the projected costs. If you have $$ to spare, skip this page and go order your stuff from THK. Expect to pay $500 per axis for the ways, and $500 to $1000 per axis for custom ground screws and bearings! Oh yes, let's not forget a quality HF spindle at, oh, around $6000. Cheaper spindles are available, though, such as a Sherline ER16 spindle, or a Harbor Freight R8 mini-mill spindle.

An assortment of ebay "kills"
When faced with the frankly scary costs of precision components, the only real alternative is to lurk ebay, and get really good at setting up searches for the desired items. I also recommend a good sniping program like Auction Sentry. While sniping feels dishonorable, it is a fact of life in the online auction world, and you may as well be armed with the best.

For those wondering, to snipe an auction is to either manually (or automatically, with Auction Sentry) insert a kiler bid with seconds remaining. If you guess right, your bid will win the auction, and leave no reaction time for bid responses from your competition. This hopefully avoids the back and forth bid wars which can really jack up the price.

Ebay is excellent for obtaining several critical components: THK recirculating ways (NSK and Thomson also make them), ground ballscrews, expensive bearings, and other sundries. Spindles on Ebay are not so common, but I did score one which we shall see momentarily.

Blocks - You will want blocks known as "4-way", which support loads evenly in all directions. Since I know THK rails and blocks fairly well, and I think they are the best, may I make some observations... First, the rails and blocks are named by the width of their rails. The 25 series of THK rails have a 25mm wide base, the 15 series 15mm, etc. 20mm rails are a good all-around size for a medium benchtop mill. I am using 25's for the Y-axis, 15's for the X (due to tighter space requirements) , and 25's for the Z. Both the X and Y axis use 4 blocks, and the Z will use a pair of long blocks.

The blocks themselves come in different flavors, short/long, tapped holes, through holes, etc. Look for either the HSR prefix, or the SHS prefix. Both of these are 4-way rails and blocks, with the SHS having polymer spacers between balls, creating a better lube environment and quieter running than the HSR. Thus, the desirable rails/blocks are named HSR20, SHS15, etc. I would suggest a requirement for SHS or HSR blocks for the Z axis, and preferably all around. Prefixes SR and SSR are designed to take loads perpendicular to the rail, and would be OK for horizontal use, but not vertical.

THK Prefix summary of the common block types
SHS (Best, 4-way loading, caged balls)
HSR (Good, 4-way loading, uncaged balls)
SSR (OK, need to be used horizontally, caged balls)
SR (OK, need to be used horizontally, uncaged balls)
RSR (Avoid; balls fall out)

Unfortunately, the SR and SSR blocks are far more common on ebay than HSR and SHS.

Rails - The length of the rails vary; getting the correct length is desirable, but they can be cut with an abrasive cutoff saw. Blocks within a series are interchangeable. In other words, any SHS15 block will ride any other SHS15 rail.

All blocks above the 12 series (except RSR) in size are removeable; the balls are contained within the block and will not fall out. Below 15mm, the balls will fall out of the blocks if they are removed from the rails. This frankly sucks. Don't use blocks smaller than the 15 series unless you must, as this makes assembly and disassembly very difficult. I have had balls fall out, and while they can be reloaded, it is tedious and unpleasant. Of course, several of the balls will never be found as they scatter across a shop floor like frightened mice. Grrrrr.

Avoid the RSR series of block and rail; these have only a single set of balls per side rather than two, and cannot handle the loads that the other series can. The balls also are not retained if the blocks are removed from the rails.

Four SHS15 blocks, two rails, 12mm dia THK ballscrew.

Don't hesitate to make purchases of these rails and blocks. If they are priced right, but they don't fit your application, you can turn right around and auction them back on ebay, often at a profit.

4 ea. SHS15 blocks and 2 ea 18" rails:
Factory = $500, Ebay = $110

8 ea. HSR20 Blocks, NIB
Factory = $680, Ebay = $120

One of three identical ground 12mm screws from THK, C3 accuracy (0.0003" variance / 300mm), zero-backlash preloaded nut.

3 ea. THK ground ballscrews, identical, 15" long:
Factory = > $2,000, Ebay = $120

Ballscrews: Not as common as THK rails on ebay. Beware of rolled ballscrews, which can be purchased new through MSC and similar for decent prices, but simply aren't that much better than ACME leadscrews.

It's tough to find ground screws in the correct length and diameter. Most are too big, being designed for large machines. Look for 12mm to 20mm diameter, pitch 4mm or 5mm, length as required. 16mm diameter is ideal.

Almost all of these ballscrews are metric in pitch, diameter, and input shaft size, being from Japan, so be sure your CNC control can be set up with metric leadscrews. This shouldn't affect the output. A good controller can digest metric pitches and output inch product all day long. Likewise, the direction of travel is irrelevant.

Be sure the ID of the bearings is correct for your ballscrew journal.
To go with the ballscrews, you will need support bearings and blocks. Often, the ballscrews come to you with the correct block. If the ballscrew you are bidding upon has a fixed bearing block pre-installed, this is a choice item, and don't hesitate to value the block at least as much as the ballscrew. If not, you can make your own, or snap up a tidbit like this, advertised as an "NSK bearing thing, NIB". In actuality, this is a costly fixed support block for ballscrews. Inside are two angular contact bearings of great precision. When I saw this particular auction, I basically foamed at the mouth, and crossed my fingers. Luck was with me.

1 ea. NSK fixed support, c/w lock nut and hardware, NIB:
Factory = $250, Ebay = $5

While the Flashcut servo system I ordered came with three nice servo motors, they don't hold a candle to these Parker NEMA23 motors, either in quality or power. The guy I bought from had 75 of these as part of a severance package from his motion-control company. Sorry for this gloat, but I snapped up 5 new in box, Parker SE-232-A-E-N-FL-N deluxe rare earth brushless servos for $60 each. These retail at $600+ each.
Obviously, be aware of what types of servos (voltage, brush/brushless) your controller can use, and bid accordingly.

5 ea. Parker brushless servos, NIB:
Factory = $3250, Ebay = $300


Finally, the spindle. I will go into details later about spindle woes, but I did buy, after much though, the KaVo 4041 HF spindle shown in the middle, along with a KaVo HF controller, from a fellow in Colorodo. He had 3 others. The spindle has new bearings. 5,000 to 50,000 RPM. You can hold this spindle in your hand at 50,000 RPM and feel essentially zero vibration; a real top-shelf unit.

KaVo 4442 HF spindle controller

1 ea. KaVo spindle + controller, mint:
Factory = ~ $6500, Ebay = $1200

I meant no gloating (well a little perhaps), but simply wanted to show what patience and persistence can do. There's some bargains out there, guys!