Hi,
With the exception of eBay and surplus bargains, THK style bearings are very pricey. They are also very high precision and can carry amazing loads, but require very accurate installation. Looking at some of the machines on this site, you can see it is possible to build a linear slide with simple materials such as angle iron and skate bearings with excellent results. If you have the money to spend on bearings, I would recommend Thomson style round rails, they have ample load capacity and accuracy, and are easily installed and forgiving of installation errors. (I have seen Thomson continuously supported rails Hilti'ed to shop floors) If you have the money to spend on THK style rails, I would recommend putting that extra money into other areas of the machine such as ballscrews rather than threaded rod, servos rather than steppers, etc... You are building a system made up of many parts, and it will only be as accurate as the weakest one, so spread the money around. This is my philosophy anyway
Good luck with your project, it will be worth all the time, trouble and expense when you have cut your first part, friends and family might think you're nuts, but we understand
Steve