When I first started everything seemed so daunting as well. What you need to do is first outline exactly what the machine will be cutting. If it is confined to light or medium woods the frame doesn't need to be built like a tank. If you plan on cutting 3/4 hard maple or aluminum, then so serious thought needs to be payed to the structual design.
Don't even think about Servos yet. Your first machine should use a stepper board like the Xylotex and some cheap 110oz motors from ebay. This is fairly simple to wire provided you follow the instruction manual.
Cost is not too bad when you think about it. A light wood cutting router will cost about $700. The time that you will save vs hand cutting is SO worth it. I have about 300 hours logged on a bandsaw, which could have been 30 hours on a cnc router while I watched a movie
Frame: The main frame, gantry sides, and other pieces can be made of MDF. Go down to HomeDepot Or Lowes and buy a 4x8 sheet of 3/4 or 1 inch.
Leadscrews turn the rotary motion of motors into a linear force to drive your cutter. If money is a concern, go with something like Acme rod. It costs about $3 a foot and does actually have decent precision. You can make your own nuts out of Delrin plastic or brass.
Linear rails or shafts. You may have heard terms like Thomson, THK, NSK, ect thrown around. Thk is the very best and has amazing load ratings, but is ultra expensive. I suggest you go with something like Linear round shaft with pillow blocks. The diameter size is up to you. It ranges from 1/2 to 2 inches. Ebay is a great place for these items.
Here is a picture of a 36x24 inch router using all of the parts I just listed.
Feel free to ask questions. There are many people here with amazing insite and knowledge that are happy to help.
One more thing. READ, READ, READ. There is enough information here to build almost anything! I suggest you start with these threads.
http://www.cnczone.com/forums/showth...=&threadid=646 http://www.cnczone.com/forums/member...nfo&userid=150 http://www.cnczone.com/forums/member...nfo&userid=683