Do you have any ballpark figures on how much force you need and how fast you want the machine to move?
If you, as an example, look at the speed/torque curve of Kelings NEMA23, 425oz-in motor (KL23H286-20-8B) the chart shows that you'll get roughly 1Nm at 2250 half-steps/second or ~340rpm.
Directdriving a 4mm pitch screw with a motor delivering 1Nm of torque will give you a linear force of 1Nm/(0.004m/2/PI)=1570N not counting frictionlosses etc but let's be conservative and say 1000N. That's 1000N (225lbs) of linear force at 1360mm/min (~50ipm)feedrate, at 600mm/min you'll get roughly twice that.
As for the rapids....at 5000 halfsteps/second (3000mm/min) you still get 0.5Nm of torque which gives you 785N of force. Lets say that the friction etc still "eats" 570N and you have 215N left.
The chart shows the drive being fed with 30V which to me sounds awfully low for a motor rated at 4.17V. Raising the voltage to 60V should give you a conciderable boost in high speed performance and allow you rougly double the rapid speeds calculated above.