Hi there!
Unfortenately, everything in Sweden is expensive when it comes to CNC machines.
Igus are pretty nice, also try to find linear guides at German eBay,
http://www.ebay.de.
Metal parts can be found at
http://www.metallvaruhuset.se or at
http://www.uddeholm.se and both are very good.
I'm using "Acme" and they can be ordered from
http://www.wiberger.se and I think they have the best prices ever found here and they have a lot of useful stuff.
Timing belts, wheels, gearboxes, motors etc can be found at
http://www.oemautomatic.se and
http://www.momentum-industrial.com. But when it comes to motors (both servo's and steppers) I recommend you eBay or any American distributor. I had contact with a company over seas that offered me prices less then 30% of the Swedish companies!
Lyckat till! Är det inte dags för en svensk tråd snart?
--Sven