Building the mechanical parts of the eShapeOko was fairly straightforward, but there are some problems and modifications I made that are worth writing about.
The first task of the assembly was to tap the MakerSlide sections to add a screw thread. This was my first try at tapping anything, but it was less trouble than expected, except for a few trips into town to get a tap and die set and some tapping lubricant.
Once the MakerSlide was tapped, everything else pretty much just bolted together, though it's worth taking the time to think about alignment and get the spacers right early on. Sorting it out later may require taking most of the machine apart again just to gain access. Once built, minor adjustments to the alignment of the rails are less of a problem. The process is to loosen the rails to be aligned, slide the axis that runs on those rails to one extreme, tighten the bolts at that end, then repeat for the other end of the axis.
Another thing to note is that it's worth buying and installing limit switches early, even if you won't wire them up immediately. There's not a lot of space behind their mounting points, so it can be difficult or impossible to get bolts in or to screw on a nut from behind.
When buying the kit I went for the dual X axis and dual Y stepper options; I'd definitely recommend these. The dual X axis adds a second section of MakerSlide to the stepper which provides extra rigidity and prevents the Z axis from twisting about the X axis. The dual Y stepper upgrade provides the necessary parts for mounting a second stepper motor to drive the Y axis. I initially bought this but didn't add the second stepper. I quickly noticed that the undriven side of the Y axis was lagging behind quite dramatically. Adding the second stepper fixed this.
With 4 stepper motors to drive there were initially a lot of wires floating around and waiting to get snagged in a nearby moving part. To help with this I ordered some 15ft of paracord from eBay for a few quid. By removing the inner of the paracord and melting the ends of the outer layer to prevent fraying, you can make a nice sheath to reduce the number of cables and make them more manageable.
Threading the wires through the paracord was fiddly. The best method I found was to use pieces of the inner to pull the wires through. First thread one piece of the inner back through the outer, tie one end around the first wire, then tie a second piece of inner to the wire in the same place. Fold the wire back on itself to prevent the knots from slipping off, and pull it through. This gives you one wire and one piece of inner threaded through the outer. Untie the inner from the wire and tie the other end to a new wire, then tie another piece of inner to the wire and repeat the process. Do this for all the wires, being careful to not let them slip out and to not lose the end inside the outer. You will probably find that the outer will stretch and shrink in diameter, which can fixed by holding the loose end of the wire and pulling the end of the outer away from it, then manipulating the outer to transfer and balance out the tension. This process is also handy for getting the outer to sit neatly against the stepper motor at the end of the process.
This process requires a lot of patience but produced nice results. Curiously I found that although the second and third wires were quite hard to pull through the fourth tended to be easier. This was probably down to the reduced friction of dragging the wire against more wires and less paracord outer, but it's a good reason not to give up if the third wire seems hard to get through.
Initially I had the machine mounted on some old laminate floor boards, which weren't very stiff. This gave bad results for milling wood and terrible results for milling PCBs. Moving to a sturdy chunk of 3/8" MDF resolved this nicely. I have a sacrificial piece of thinner MDF on top of this as a spoil board to preserve the base itself and to provide more mounting options for materials.
The only real problem I've had with the machine so far is with the Z axis. Unlike the other two axes the motion is transferred to the axis via a leadscrew. The leadscrew passes through a flanged bearing sandwiched between two aluminium plates. The motor is coupled to the leadscrew with a RepRap style (I believe) flexible coupler. Unfortunately the set screw that tightens the coupler to the threaded rod can easily push the rod off centre, causing the shaft to wobble unless some packing or tape is wrapped around the threaded rod. Additionally, the rod is held in place vertically by a nut on either side of the bearing. Depending on the precision with which the nuts were made this also can result in the axis wobbling if the nuts are tightened and the axis floating vertically if the nuts come lose.
The combination of two sources of wobble in the axis and nuts that can come loose easily makes setting up the Z axis very fiddly and quite time consuming. This is currently the main obstacle I've found that is making PCB milling difficult. I've been able to tune out the wobble relatively effectively, though I worry that it may have damaged the plastic runners for the Z axis. I still need to fix the issue with the nuts coming loose. The options for this that I've come up with so far involve either threadlock or buying a second pair of nuts (it's an Acme thread so common or garden nuts won't do it) but I've yet to commit to or try one of these options.