I chose servos for my first system because they were not that much more expensive than steppers. However, you can sometimes find very good deals on steppers which may tip the scales.
I also chose to use Gecko G320s and a breakout box, and a power supply that I snagged off of ebay. All in all it wasn't the least expensive way to do things, but everything worked well and I had very little problems setting it up. That was very nice for a newbie.
Perhaps you may want to take a look at crankorgan's plans. He has some very small, very inexpensive machines that might be good to start off with if you just want to learn about (and play with ) CNCs.
You also might want to take a look at a Speedway or homier milling machine. They are pretty small and could fit on your average desk, and are relatively stiff compared to most small routers. They might also offer a decent platform for a beginner's first CNC conversion.
Hope this helps, but let us know exactly what you have in mind to do with the machine, and we can help you more.
My name is Electric Nachos. Sorry to impose, but I am the ocean.
http://www.bryanpryor.com
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)