I used MDF. The leadscrews are 1/2-10 acme rod, the nuts are home made from delrin blocks, the steppers are 100 oz. I use a Stepperworld FET3 unipolar board, on 27 volts. I get 45" per minute on x and y and 30 on Z. I use a small router that holds 1/8" and 1/4" collets.
See my clock threads for some stuff I have made.
http://www.cnczone.com/showthread.php?threadid=228 http://www.cnczone.com/showthread.php?threadid=366
Eric