If you're not sure, I'd say, don't do anything. Take some time to consider your options.
Is this for a hobby or for a business? If part of the fun is the build, then I'd say you should take that route.
The pitfall I think comes when people build things but don't know what they are doing and don't ask advice, or they get the wrong advice or they get cheerful enthusiastic comments and not enough criticism. Then at the end of the day they can end up with a pile of expensive parts that is worth very little. There are so many horrid designs I've seen, but also, there are some really fantastic ones. Also, even commercial manufacturers get things wrong some times. Some of the worst designs I've seen are from commercial places actually. I'm not talking about CNCRP, please don't assume that, but I don't want to name names of the ones I am thinking of.
If I had to do my first build over again, which I am kind of doing now, I would not use any T Slot. Big steel tubes bolted together for adjustability. There are probably some available at a scrap yard near you. For 1/10th of the cost of T Slot. You can get the mounting surfaces flat by using epoxy. In fact you can use the epoxy sandwich method I thought of. 6x6x0.25 tubes should be plenty better than T-slot. Can you weld (It would be handy but you can probably get by without it if you think it all through)? Do you have a mini mill or at least large drill press? Are you hand at cutting, grinding, painting steel? Would you describe yourself as a patient person? Can you draw this whole thing up on your computer before you start construction? Are you willing to learn that stuff and is it something you would enjoy? It's not hard really. Anyone can learn it if you don't already know. I have no idea of your experience level so I mean no disrespect by saying that.
The other option is to wait for something great to come along. Last year I saw an add for a Biesse Router, a really nice big one, supposedly fully functional, the guy bought it and then realized he didn't have the power needed to run it. Only $2500 CAD bucks. Well I know I could retrofit that to run off single phase 220, perhaps not with all the bells and whistles working, but still......I had no where to put it. I am working on my new build in a small room in the basement of where I live now. No shop or garage to speak of, and how would I move it, it weighs 6000 lbs or something like that. So I hesitated, and it was gone the next day.
Someone on here has some Seiko Robots he might sell......there's another option. Use the linear stages from something like that. I don't know. Take your time and be sure of what you want before you buy, that is, if this is for a hobby. If it's for a business, buy something that works and get on with it.
And I don't think 35mm rails are overkill if they come at the same price.
Ballscrews, that's a different matter because there is spinning inertia to overcome. But rails, meh, if you can get a sweet deal on 35s for the same price as 20s, there's no harm in that!
Perhaps you could start by making some drawings of what you want to build and go from there. There will always be deals to be found.