Also check out http://buildyourcnc.com/ ... A nice WOOD machine, well MDF ... kind of wood :) but machines up nicely.
He also sells an expandable version as a kit.
For a small setup, HobbyCNC.com has inexpensive plans, and if you are going stepper motor (most smaller rigs are) has good prices on 'CNC Packages' (controller and steppers). Instructions on building a analog power supply (or converting PC power supplies... I like the analog one better). If you like their setup you can order it as a kit from http://mikebeck.org/ with pre-machined parts. (I used the HobbyCNC gantry plans, controller and stepper motors. Just a happy customer. If I had it to do again, I would go with a Mike Beck kit, or possibly with the buildyourcnc.com commercial kit.) For steppers that run 3A or less, the HobbyCNC controller is great. Some folks run BIG hobby setups with the hobbycnc controller (much larger than the gantry plans that HobbyCNC sells). HobbyCNC has a good and active forum on yahoo that is limited to customers of HobbyCNC.