My first order from Misumi was a bunch of GFS8-4590 (the HEAVY kind) chopped up into little pieces to make up my gantry. Lots of people go with a heavy beam of some sort for the main structure of the gantry (the 3" x 6" 80/20 extrusion is popular) since the support arms of the gantry need to clear the cutting area of the Y-axis fully.
For me, I am starting with a Hirata MB-202AP, which is essentially a 20-10 ground ball screw, linear guides, a mounting table and a motor mount all wrapped in a heavy aluminum extrusion. Because I don't think this was the version designed specifically for mounting vertically, I added an extra reinforcing extrusion on the back. The rest of the frame, then, looks a lot like a chair or a lower case "b".
What I like about the Misumi extrusion and machining service is that I can specify cuts to 0.5mm and get tolerances to 0.2mm (with an upcharge, of course!). When using the "blind joints", this stuff comes together very, very tight. There is no play in any direction with just a few of the screws tightened up. Seriously, I had to use a mallet to move the center support bars into position.
Also visible in the photos are the extrusions I am using to adapt the Y-axis table so that it will mate with the Z-axis table ("dipping" style Z-axis). More on that later.