elalto:
A large consideration is budget.
If you want to go the cheapest possible then: 1/4-20 threaded rod lead screws ($1-3 per axis), steppers ($10-20 each), homebrew driver board ($20-30), PC power supply ($0-10), EMC (free), you already have a computer
.
If you want to be high-end high-tech follow Hu's suggestion above
(but if you have that kind of money just buy a system and hire a body to run it
).
In between, which is what most folks do, there are literally dozens, if not hundreds of choices (which is why you started this I think).
Steppers or servos: steppers are cheaper and have a lower top speed. Servos cost more, have higher top speed, and require a feedback device (shaft encoder) for positioning.
Software: Free, $20, $100, $1000, more ... what's your poison? Like all software selection you have to know what you want to do first, then pick the software that will meet your needs.
Prolly the best thing to do is read, read, read, and read some more, then ask specific questions.
google (or altavista) "homemade cnc"
robotic regards,
Tom