...Ball screws will be strong positive. Some of the vendors have been a little evasive about the type of nut used. Not all ball screw nuts provide effectively zero backlash. I will be looking for one where the nut and end bearings are clearly described. And of course, the rails need support.
I've seen user reviews of these Chinese machines, and the main negatives have been about poor alignment and the need to go right over the machine once it arrives. I haven't seen any reported backlash issues. The other common name is "Tonsen" which may help you in googling reviews etc.
Even the cheaper ballascrews only have a couple of thou backlash at worst, which is inline with laser accuracy considering the laser melt can drift a few thou on any laser cut anyway. Also the CNC software always has an adjustment to remove backlash in software which does a pretty good job. If you are after really low backlash it is easy enough to add tension to the ballscrew, there are a number of ways to do this and most are well documented on the CNC sites.
The thing with these Chinese machines is you get a lot of machine for the buck, but expect it to be roughly assembled by an idiot and in need some good engineering on your part to align it and tweak things like backlash and possibly flex. It will still be many times more "pro" than the hobby machine you linked to above that just used roller bearing son aluminium extrusion rails.
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As for the spindle motor, I do want a motor, not a flexible shaft-driven design. Some of the low power (≤300W) units look like what we call "can" motors. The bearings are not very good and they are noisy. The larger motors seem to be water cooled, and they look to be heavier made. Do you have any experience with them? Are they noticeably quieter? I will also want VFD. Having retrofitted several machines to VFD, I never want to go back.
The 4030 and 3020 look to still use the DC motor spindle, these are pretty good for ridigity and have ball bearings, their drawback is limited power at about 300W and low top speed at about 8000 RPM (from memory). 300W spindle will cut your woods and plastics with a small tool no problem, I have a 850W router on mine and it never goes over about 40% power use, even cutting aluminium.
The DC motor on those machines is already "VFD" as they use a crude variable voltage DC supply with some current feedback, speed regulation won't be fantastic but the speed is fully variable so you can tune out cutting resonances.
"Proper" VFDs can be bought from ebay, they get pricy. Most people in serious hobby or semi-pro use use a router like myself, they are a little noisy but make a ton of shaft power and enable some fast machining. My 850W router was $60 with a 3 year warranty, and I added a home made computerised speed controller for better low speed cutting.
Really it depends on what you are cutting and how "pro" (ie proper manufacturing where time is critical) you need. That DC motor supplied with those machines will be quiet and rugged and accurate, and will cut your 3mm/6mm ply and balsa with no effort at all. What you gain from a higher powered spindle like a router is ability to make more parts an hour, but you get lots of nasty noise, and dust so you start to need cabinets and vacuum dust extraction (more noise!) you get the idea.
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Finally, for the bed, what do you think of the bolt together extruded aluminum versions versus those with a machined (e.g., MIC6) aluminum bed? I suspect one uses a sacrificial bed over the machine bed almost all of the time, but for engraving and PCB's, one might want a flatter bed.
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I have no experience with those extruded bed things, but I assume you can align it ok when you setup the machine. Then proibably the first thing you need to do is put a sacrificial bed on there, a piece of MDF is common but I prefer acrylic plastic, both need to be machined dead flat but the plastic is harder, cleaner and not subject to swell or tear.