For less than the price of a lathe and tooling, you can buy supported shafts and bearings from Glacern
Mach3 2010 Screenset
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)
make your own acetal acme nuts:
Making Acetal leadscrew nuts the easy way - The Home Shop Machinist & Machinist's Workshop Magazine's BBS
The idea looks like it could also be used for making bearing tubes. The idea would be even slicker if acetal is available in a suitable hollow rod instead of solid
Anyone who says "It only goes together one way" has no imagination.
Now the work begins.