Well i will chime in
I have built 3 3d printers and a CNC Router from a kit by XZero CNC. I am as well building a Laser cutter and experienses from my previous builds are:
Steppers are fine! REALLY they are. I love them om my 3d printers and also on my router. Provided with high quality drivers they are great BUT for a laser thats an other buisness entirely... if you are engraving using scanning method that is... My calculations tell me that in the extreme case of engraving paper with 150W laser you will need about 1200mm/s at 30% power. This is servo territory and hopefully the Laser source can handle switching at that speed. This is why RF is preferred over DC tubes ( of course also a lot of other reasons). On my build i am thinking of combining servos and steppers to keep cost down. Servo for the laser head and steppers for the gantry. So lesson one Steppers are good if combined with good drivers. High speeds - go for servos. I started with cheap drivers and learned the lesson.
Belts are good if correctly dimensioned. They can cause vibration if the setup is weak but with a proper build they are great. they do require more horsepower however. as i built my second 3d printer i wanted to increase speed and had to increase the tension on the belts but the machine was to weak and axes where no longer straight when i had the desired tension on the belts. Ballscrews require proper installation and this is a lot harder than one might imagine as they deform easily. Align, align and align again. If done improperly they break, have non linear force curve and vibrate/shake at higher speeds. They also have a speed limit determined on quality and preload etc.
Linear rails: I have had real Hiwin, Fake Hiwin, SBC, and THK setups and China knockoffs are crap. If you need linear rails with blocks chinese fakes wont do. V-slots etc are great if you want to go cheap but require big spacing resulting in a not so compact build but can take high speeds. Linear guides are not the best for super high speeds but normal and fast cnc machines are within the scope for what they can handle. Take note on different models though as preload and tolerances differ a lot between models.
With all my builds i have had issues with the original and intended wireing. Bad wireing can do a lot of damage! (endstop switch not signaling -> crash or noise/crosstalk/inductive load killing motor drivers or other sensitive electronics. Always use proper cables and schielded wires where needed. Bad wires are one of the worst issues to debug and cause headache! And it is not fun ripping an entire machine apart jus due to cheapo cabels for next to no money saved.
Align the machine properly from the beginning and take the time it needs to get it right. If you are doing any kind of precision work where pieces need to fit together, dimensional accuracy is vital.
Tilting tables, twisted gantrys and machines not properly leveled cause wired issues and cost time and most of the time if it is not straight from the beginning - it never ever will be. Use rigid components to set up mirrors, properly schim everything to get it perfect. A straight machine preforms consistently. if not straight wired issues like "upper left is fine and lower right does not even cut" may occur.
Monitor everything! Make sure you can control an monitor everything you need. Like for example cooling pump, airpressure, fireguard and supply power and place alarms for each! Safety equipment can often be built on the cheap and still work well but omitting them can cause your house to burn up. I have fillament monitoring and smoke alarm on my printers (which can take up to 24 hrs for one print) which has saved me a lot of time and money. On my router i have four E-Stop´s which all have come to good use in my novice days learning to handle the machine but also for unexpected events such as failing clamps... Be safe!
My only current issue is finding out how powerful a servo needs to be to control my laser head on my intended machine...