I asked a similar question in another thread recently.
Most of the people I have seen make their own bearings using a skate bearing (or something similar) seated in a MDF or HDPE housing. These are usually trapped by nuts to hold the lead screw in place (see thread by joe2000che regarding his 2007 machine for pictures).
I was asking about the use of flange bearings:
This seemed to have met with at least one aproval.Has anyone tried using flange bearings (similar to pillow blocks) http://www.wttool.com/c/40410009p to anchor the leadscrews, or are they to stiff? I've used then in a number of aplications (non-cnc stuff like polishing wheels and customized sanding wheels) and they seem to be pretty good. They may be a bit stiffer and heavier than the home made things with the skate bearings. But they also have the locking allen screws to trap the leadscrew tightly and may decrease the whipping problem.