I have a Microcarve A4 that I outfitted with some over-specced stepper motors from Keling, with a Gecko G4 controller, all driven by LinuxCNC. I'm happy with my setup, which I put together in 2011. Now, I'd consider getting a Tormach, which is good for prototype level work (we have a Makerspace in the area with one.)
Consider where you'll get your designs--if you want to do your own, you'll want software ranging from OpenSCAD to ZBrush. If you need to clean up or do minor mods there's software ranging from simple FOS software to the full design packages.
Most packaged machines now expect some specific driver software like Mach3 or LinuxCNC. You should probably plan to use what the machine's community uses the most first.
Doing a more roll-your-own machine like mine is certainly possible, but be careful about choosing what specifications are most important to you. Size and accuracy are usually inversely related.
Poke around cnczone, that helped me a lot. Good luck! http://saundby.com/cnc
I’m curious if there is much of a CNC community on HN.