I have also noticed a lot of vibration, and believe there are two contributors: it is primarily due to the z-axis slide not having a better method of tightening, and the basic machine structure. Certainly, stiffining the tubular components can't hurt.
Mine has needed adjustment many times. At best, there is some slop it it. Make it too tight and the motor has difficulty with + Z movement.
What I did: Keep it well lubricated; make z slider as tight as you can. I clamp it while tightening the screws. I also did the following: changed out the drive to a GeckoDrive G540; changed the motors to Keling KL23H284-35-4B ($49), and; got rid of MACH3 in favor of UBUNTO EMC2 (free Linux-based download).
My mill performs much better than new. The vibration is still there, but is better than before.