Start reading the messages in this forum, and the project log. there are a lot of ways to do it. How big do you want it to be? Are you just going to cut sheet goods? What is your budget? Good places to buy stuff are:
Ebay - THK rails, steppers
McMaster-Carr http://www.mcmaster.com Just about anything you could imagine.
MSC http://www.mscdirect.com Similar to above
http://www.geckodrive.com - drives
http://www.xylotex.com - drives
That Ebay router doesn't really seem like that bad a price. To do that yourself you'd probably have close to $500 and a lot of time into it.