Power supply is easy. You can follow Ron111's doc (looks like the Campbell Design?). Here are my notes:
http://www.thewarfields.com/MTLatheCNCDrivers.htm
I recommend the Ajax CNC board that goes on top of your electrolytic capacitor:
They're cheap, have everything but the fuses wired up, and they clean up your install considerably. I got my toroidal transformer from Parts Express, also very cheap.
I have seen a lot of posts say the discharge resistor isn't really necessary--the Geckos themselves will discharge your cap. With that said, the Ajax board has one built in.
I am running 70V in my power supply, which is max for the Geckos. They spec 80V, but you want some leeway according to Mariss. The voltage you get is really a function of what your transformer puts out * 1.414 when rectified. Anyway, for ideal stepper performance, you want a motor rated to 1/20 of what your supply has going (yep, sounds wrong, but it isn't, the Gecko will make sure your motor doesn't burn up). You can deal with less, but it won't accelerate as well.
On servos, you are on your own, but I urge you to read Mariss' recent post about the Kelling tech motors over on the Yahoo Gecko board.
On Geckos, I'm running 202's--they're less prone to blowing up when idiots like me use them and don't do it quite right.
What else? You want some shielded cable, yada, yada, read a lot of posts here and on the Gecko and Mach Yahoo boards, lotsa people ready to help, yada, yada, and, Oh Yeah! If it helps any, my CNC Dictionary is here:
http://www.thewarfields.com/MTCNCDictionary.htm
Welcome, and as one of the other fellas here says, "May the cutting force be with you."
Best,
BW