Andy,
With your Z axis as it stands it will have very little stiffness, the whole thing will tend to twist and is also likely to tip back when you plunge. The machine you link to is ali and the rails on it's z-axis go into deep holes in the Y block. I just don't think you will be able to make it as strurdy as this in MDF. I have attached the modification, the gussets need not be so thick of course as they will be in compression. Using 4 carriages on the Z instead of two will reduce play and spread the load. The machine you link to probably uses 4, either that or two long ones.
By glueing I was refering to the assembly of your y axis, when you come to screw/glue or join endplates if you have the rails and the carriages installed already you can ensure that there is at least enough parallelism to get movement of the carriage.
Graham |