Corrie, here are a few initial directions that I believe must be put to rest before you can really get involved with component purchasing.
1) Determine that you have the space to build, the tools or availability of them at work, friend etc.
2) You must set a maximum amount you are willing to spend, all CNC machines work essentially the same way, what can drive up the expense is how big, how fast, how repeatable and how accurate do you need. Keep the cost realistic.
3) Purchase a set of plans, I have seen them from free to $150 dollars, actually there is enough information and help available on this site to build from scratch (as ger21 says, read all you can here) but for most, a single set of plans will bring it all together quicker, saving a lot of time. These plans can be modified as needed for your own requirements.
Here is a link on this site that you may find helpfull
http://www.cnczone.com/forums/showth...&threadid=2580
Ken