I built this machine entirely from cold rolled tube steel and 6160 .5x12" al extrusion. It cost $200 for 8 ft of extrusion and the tube steel was another $600 cut to the right lengths and delivered right to our door! The router is incredibly accurate and amazingly strong.
It can be done.
Btw... It uses a g540 1605 ballscrews and 381oz steppers on all axis
http://www.glenspeymillworks.com Techno LC4896 - 2.2Kw Water Cooled Spindle | Moving Table Mill from Omis 3 CMM, 500Lb granite base | Epilog Legend 32 Laser Engraver