If you aren't going belts, from what I've read, Oldham couplings are generally the best way to go. Cheaper than bellows, multi-part (makes assembly/disassembly easier,) and low to no backlash. Lovejoy couplings are similar, but seem to have a bit more backlash than Oldham. Oldham couplings also fail open (overtorque failure will decouple the motor,) whereas lovejoy do not.
Automation overstock has some great deals on ground screws if something they have in stock fits your needs. Sometimes gems show up on Ebay as well (I found a new NSK ground 36mm 950mm travel screw for $100..)