1) If all your parts are aluminum, they can be cut with standard carbide woodworking tools. If you have a tale saw and drill press, you should be able to make any parts you need.
If you don't have the ability to fabricate your own parts, then you might want to look at a kit like at Home : Fine Line Automation
2)very few of us use ballscrews, but if you have to have them, then look at the complete packages on Ebay from China. You can get them cut to length, with the ends machined and include bearing blocks for less than the cost of the bearing block at Mcmaster Carr.
If you don't want to deal with China, you can get cheaper bearing blocks at Misumi USA.
But a single 6' length of acme should do you're entire machine. Get nuts from dumpsterCNC - anti-backlash solutions for home and industrial linear motion
3) Some people just use 1/2" ID bearing and shaft collars to mount them. Like this.
I turned my own with a grinder and drill
4) If you don't have to pay anyone to make parts for you, then it's far more economical to build yourself. But you're not paying for your time. If your time is valuable, then you may be better off paying for a turn key machine. Typically, you'll pay less than 1/2 of what a comparable machine will cost. Comparable being the key word. It sounds like you are choosing far more expensive components than most people.
I can say that it's very difficult to built an aluminum machine for less than $1500-$2000, even a small one.
I recommend doing some more research to see what others are doing. Ask the people building similar machines where they got their parts. See what they're using. Ask why they did what they did. You may find you can do things differently and spend a lot less money.