Any threaded rod will be fine for a hobby machine. Use a home made nut made from Delrin or Nylon.
Use 1/2" rod or smaller, as the bigger rod is harder to turn with stepper motors.
Here is a bipolar driver circuit.
http://hans-w.com/cnc.htm
Let me know if you want a circuit for unipolar driver
Powersupply can be as easy as a surplus computer supply.
How large are you going to build? I would suggest you start with a small machine...maybe 12x24" max. Smaller would be even better.
Eric