What do I mount first to make sure everything is paralell?

First mount the leadscrew and then adjust pipes or fit pipes and then try and adjust leadscrew? As it stands my leadscrew offers least resistance when it's slightly (well, a lot actually) out-of-paralel with the pipes.

This is very important for me because as you probably allready know I have puny steppers of the "laserjet" variety (maybe even deskjet, or pocketjet perhaps?) and any and all irregularities just result in motors stalling unless I run them REEEAL SLOOOOOOOWWWWW. Ok, I will be upping my power somewhat once this is all bolted together (2 atx psu-s in series) but right now I'm on 12v and 1.2a per stepper. So you get the idea of the sillyness of my setup.

Loosely mount your rails (pipes) move the gantry to one end....lightly tighten the rails at that end...move the gantry to the other end.....tighten that end of the rails....move back to the other end and tighten the rails.

Now mount the lead screw (fix one end)....have the mount to the gantry just barely tight....drive the gantry to the other end and tighten the other end of the lead screw....if you didn't notice the mount to the gantry flexing, then tighten it.

Now test for binding by running the gantry back and forth.