The beginnings of a CNC machine (I hope):
I'm not very good with my hands, so I think the expression "Oops! Oh well, we'll fix that in software." will be apt.
Yes you will have to abandon your normal software habits and start to do the "measure twice, cut once" dance that us hardware types know all so well. Hint, it's easier to make something that is too long, shorter, then the converse. 
I don't suppose you know what this is?
In the video here:
http://www.tojsiabvideo.com/?w=6drMZqmyXQc&title=Easy-to-build-Desktop-CNC-Mill
He calls it a "roller bearing". I can't find anything like it at the local hardware shop, and don't even know what to call it, exactly.
So I watched the video. It's just a ball bearing ( a sealed ball bearing in this case as the actual balls are covered and protected from contamination from dirt, cutting material, etc), 'roller bearing' is either a misuse of the term or trying to describe it's application in the assembly. It's just to keep tension on the plates against the channels they ride in so there is no lateral 'slop' as it travels. Most typical hardware stores don't carry many if any small ball bearings, but they are not that hard to find on-line and don't have to be expensive. In this application size is not too critical, looks like anything with a O.D. of 1/2 inch or larger and a I.D. suitable to whatever size bolt you can match to it, would work. He just pressed and tightned the outer bearing surface against the rails, but most applications would consider using a floating bearing with a spring applying the tension force.
Lefty
Nick if you want a decent bearing, ask @the hardware shoppe for the bearing used to hang sliding doors on.
Years ago I built a vertical plotter device for a headstone maker.
It was used to "sweep" the area over a stencil with a grit/sand blaster.
That machine is STILL running after 30 years! With only 1 bearing change!
They are very smooth running, with no slop/slap.
Is that a kit or did you by the parts? Is there a site with more details on building this CNC mill?
That bearing looks like it's just a bearing with a leg bolted on. Did you try taking a small photo of it on a plain background and dropping it onto google image search?
Looks like a total hack rig, I'm loving it!
Is that a kit or did you by the parts? Is there a site with more details on building this CNC mill?
I bought the parts. The video refers to a site that no longer exists.
Looks like you are right about the bearing. I cobbled together one from a shower-screen bearing:
Unfortunately the bearing is too small to project over the edge. However the idea looks OK.
This is the tentative result (not bolted together or anything):
That bearing appears to be nothing more than a standard skateboard/rollerblade bearing. Just hit your local sporting goods store and pick up a decent set.
Hopefully this will help, http://www.instructables.com/id/Easy-to-Build-Desk-Top-3-Axis-CNC-Milling-Machine/. I'm pretty sure it's the same project and he has a video about the bearing fixture.
I notice the step-motor you have. For a CNC, it look a bit "small" ... a disk drive step motor. I have a bigger one here. That may more suitable for a CNC application. Or adding gears to a small motor will increase its torque.
Here a picture.
It's this one:
28 ozin, 20 Ncm, 2 Kg*cm holding torque per phase
I don't know if that is a lot or not. It's fairly large (42mm/1.65" square body).
Remember it is just turning a threaded screw so there is quite a bit of leverage there. Judging by the thread pitch, a full revolution will only move the table 1 mm.
@dropdeaddick: Thanks for the link.
@Nick Gammon
I have that motor. Thanks for the link. I have some data related to this motor. 12 V, 350 mA ,bi-polar design , require a H-Bridge circuit to make it work. 350 mA per step <--- I assumed. That tiny motor eats a lots of currents. Add a gear or two, it will be just fine.
I Updated the bearing picture above to show the inner bearing.
And a couple of pictures of bearings.
I think the torque is really needed when the cutting happens. The working bed will want to kick and jump around under the cutter.
I keep thinking about building a mill, I think I would use a pencil air grinder or Air Die Grinder Micro.
It doesn't use much air, so a normal diy compressor can drive it (yeah I have one already).
The RPM of the air tool is heaps more than electric 90k vs 20k.
It can take a hammering and won't burn out the motor. Electric die grinders have a low duty cycle period that it can be operated continuously before overheating.
Also a lot less weight for the Z axes to deal with.
have you seen www.cnczone.com
loads of advice and new builds there 