I thought I would post this. Not my listing, but it looks like a decent ready made Z at a nice price for those that might want to save some time.

http://cgi.ebay.com/THK-KR33-Ball-Screw-Linear-Actuator-LM-Guide-Rail-KR_W0QQitemZ180154004348QQihZ008QQcategoryZ55826QQssPageNameZWDVWQQrdZ1QQcmdZViewItem

He also has one a little longer that has a little more travel at a little more cost.