Stereolithography is truly an incredible concept, and I myself have looked into constructing such a machine. The laser part would be easy, even the CNC'd x and y and table would be easy. But the resin is upwards of $800 a gallon! That's what makes it impractical in my book. The resin isin't strong enough to make any real machinery parts, just prototyping. If you wanted to open a prototyping business, I'm sure it would work. There is some good info on
www.howstuffworks.com, under stereolithography. Yes, the parts are baked afterwards. The cad and cam wouldn't be too difficult. There are things like supports and what not that have to be taken into consideration. It's actually a really simple concept, that resin is just too dang expensive! Good luck though. I would build a setup for this in a hot second, if you could find a reasonably priced material.