I forget if I posted this when I first built it in 2004 but in case someone might benefit from seeing it I'm posting some pictures of the design.
several more pictures http://www.zev.dk/misc/CNC/CNC2004.zip
it's just 20x20x2mm steel tube, base is 30x30x2mm tube. cheap roller skate ball bearings on 8mm bolts with 3 washers for distancing. I hand drilled the holes but you can make a rig with a ball bearing holding the drill bit in place so it's precise. some of the bearings where I needed a bit of adjustment for tensioning I drilled the hole oversize and used a nut on the backside instead of thread in the tube as most of them are. once the right position is found the nut can be welded to the tube so it's easy to take it apart and reasssemble later. the stepper motor controller I chose was relatively bad, slow weak and didn't have software for interfacing with cad software. but has to be something better around today.
I used standard threaded rod for the motion. it's somewhat slow because the threading is fine but maybe there are better options like threaded rod for vices and such. or the rod that grunblau used for his mdf cnc.
if you don't have a welder, it's my understanding that one of the very cheap manual feed ones will do plenty. pros use manual feed and they are much cheaper. I bought a disposable CO2 canister system which is also a lot cheaper than industry standard flasks, at least here in denmark where it is cartel overpriced. I forget where I bought it but it was online from england.
seems to be several sellers: in general search for 'disposable co2/gas/welding'
be sure to get a piece of the thin hose and adapter like in my pictures so it can connect to a regular welding gas tube. (regular welding gas tube is what I used for the motor coupling too)
you can use gas less flux welding but I don't much care for that. it's not as nice but can work. not sure about how healthy it is either.
be sure to build an enclosure for the cnc though. once it starts cutting it produces a nasty unhealthy fog of wood dust.
I fitted a 3mm metal cutting tip into the much too fast cheap wood router and it actually worked fine cutting in aluminium. even without cooling lube liquid.