Me and my brother-in-law made a cnc machine a few years back (
http://melarky.com/?page_id=351), it's been great (really is a fun project to build and even funner to use after it's built). Someone just asked me where we got all of our CNC info and parts and I sent him an e-mail, I'll post the contents here in case it can help anyone else as well:
http://www.cnczone.com/ - The forums here is where you'll probably want to start. Just go register (it's free) and cruise around, the people here are friendly and there is tons of good advice and tips etc... It's been a while since I checked on this site for plans, but when I was looking before, there was a user named Joe that had popular diy plans for a wood machine, called something like "Joes 2006 Design" or something like that.
http://www.mcmaster.com/ - I'm sure you know about these guys already, but this is where we got much of our linear motion stuff (ball screws, pillow blocks, couplers, etc...). Pretty spendy, but you can't beat their quality. Also, our original (and expensive) couplers from mcmastercarr pooped out on us. We didn't line our rods and motors up quite close enough that it created quite a bit of wear and tare on the couplers and they ultimately didn't hold up. My cousin who made a machine as well found some couplers at some industrial place close to his house (he's up in Canada so I don't know the name of it). He said the place sold tractors and such, and they just had them in stock, he sent us those and they have held up WAY better. Doesn't show any wear and have run them much harder than the others.
http://igus.com/ - We tried some linear motion stuff from these guys (they had some ceramic bearings, the pillow blocks were metal, but the inserts instead of being ball bearing were ceramic tiles kind of, sounded great in theory, but we have since replaced them with ball bearings, the ceramic worked great if the rods were greased, but the sawdust created by the machine would land on the grease and soak it up, so the bearings would stutter too much, ball bearings just need to be cleaned out every once in a while when they get packed with crud, but run much smoother). We also got some cable carriers and stuff like that to clean the machine up from these guys, but not a total necessity.
http://www.vxb.com/ - We got our hardened steel rods from these guys, and I think we may have gotten some other linear motion stuff from them (possibly some pillowblocks etc...). They have been fine, no complaints. I think I found them through ebay, so I was a little unsure, but if I recall, they shipped quickly and their stuff has been good.
http://www.hobbycnc.com/ - This is the place where we got our first board and motor kit, it was good high quality with good documentation, we just quickly outgrew it. There site is different now and it looks like their offering is better now, but just click on their "CNC Packages" link and they have board/motor combos there. I see they sell plans for router tables there, but I wouldn't bother if it were me, that cnczone.com site has tons of plans for free and they are probably comparable.
http://www.vectric.com/ - This is the software that I mostly use to create my g-code, just can't beat the simplicity of their stuff, I really like it. My bro-in-law used to work as a machinist and knows mastercam really well, but has almost completely switched over to this software now (unless he needs something super accurate, but even still, you can do accurate machining with the vcarve stuff). I haven't used their new "Aspire" software, we use the suite of programs V-carve, Photo V-carve, and 3DCut.
http://www.machsupport.com/ - This is the site for the controller software that we are using. We have the Mach3 software (we started with Mach2, worked great, but Mach3 is much nicer). They have other options out there, but this was a nice economical option that just works well. You'll obviously need a computer to run this on.
http://www.homeshopcnc.com/ - This is where we ended up getting out bigger stepper motors. They also sell the geckodriver boards through their shop, and by themselves they about the same as everywhere else, but I contacted the guy before we purchased and got him to throw us a deal for buying the driver boards and motors all at the same time (I don't think he gave us a huge discount, but it was still better than no discount). The motors have been rock solid and we've been very happy with them.
http://2linc.com/ - This is a nice place to get bits. They have both end mills and v bits, and we have gotten both from them. They have great prices, ship quickly, and the quality has been good. The 1/8" bits are cheaper, and so I tend to like those more (plus you can fit your parts closer together on your tool paths with a smaller bit). Just need to have a rotozip adapter.
http://www.amazon.com/Roto-Zip-Roto-Zip-Chuck-Adapter/dp/B0000TIFOY - This is the 1/4" to 1/8" adapter mentioned in the section above. I would just go to Lowes and pick it up though, I don't remember how much it was, but I don't think it was much (maybe a little more than the site, but no shipping etc...). It works awesome and has helped a ton.
http://mtm.cba.mit.edu/machines/mtm_az/index.html - just saw this on a blog, kind of on the small side, but he gives you all of the needed materials plus the DXF or shopbot files to cut your machine out (fun desktop sized machine).