I started with the bed: a rectangle of 8020 extrusions that hold the spoilboard and form a brace for the frame. On my extrusions, the threading on the ends wasn't great. I had trouble starting the BHCS. I got into the habit of running a tap down the holes before assembling and that was pretty fast and easy, and I didn't have any more problems. The tap would very often come out with a lot of chips, so maybe what Nate was using wasn't cleaning the threads effectively enough. I used my square, and tape measure with a corner holder, and got it square within my reading ability of the tape.
The bolts coming up from the top of the extrusions will hold down my spoilboard.
I then attached the legs. You have to remember to put the middle legs in place before the end legs which block the T nut entry. I used an adjustable square to get the leg heights the same. It doesn't matter what the height above the bed is, but having them be the same is important. Locating the middle legs is tough, because there is no guideline on where they should be located. When you put the X support beams in place, they have access holes for the BHCS that connect them to the support beam. That is what determines where they go, but I put the beams on later in the assembly. You can measure from the model or the support beam to locate the middle legs. I found that these legs get in the way of assembly a lot, and I ended up letting them be loose until I got everything else lined up.
The frame is rotated in this picture: the middle legs are on the sides.
With the legs in place, the frame was put in about it's final location, and I started adding the X support beams. Again, put the BHCS screws in the top of the legs, and preassembled the corner support gussets with BHCS and T nuts. I slid the gussets on the leg and temporarily tightened one screw to hold it in place and slide the beam on to the legs and gussets. I needed to loosen the gussets to let them float as I slid them on but it was pretty easy to loosen the one bolt, get the T nuts lined up and slide, then repeat.
I thought that by making sure the legs were square to the bed, that getting them square to the support beams would be easy. Not so. In fact, by the time I got it all together, one leg was way out of square: I couldn't line the BHCS with the holes in the extrusions it was so far off. I ended up loosening the leg completely and squaring it. Then I was able to get the support beam in place. One of my extrusions had a rough edge, which prevented the beam from sitting flat. A file took care of that.
Then I added the rails and the racks. The racks slid on with the BHCS and T nuts preassembled. For the rails, as noted above, I slid the carriage bolts, roughly aligned them, laid the rail on top and then slid the bolts under the rail to match the holes. My T handle hex wrench was helpful. I found it easier to tilt the rail so I could get one row of bolts in first, and then leveled it out to get the other row in place. Then I added the nuts. I only tightened one bolt, so I could align the rails with the carriages on Y. On my router, I want to be able to route dovetails on the ends of boards. For that reason, I have slid the rails and racks forward a few inches so that I can clamp a board on end and have the router cuts the dovetails.