We are using aluminum drawer slides (
http://www.homedecorhardware.com/ss-ar3-400.html ) It works great - they are much more precise and lightweight than the steel ones from HomeDepot, but also much more expensive. We put a length of square aluminum tubing (3/4") between the slides and attach small ball bearing pulley wheels to it.
If you are interested, check some photos of our robot in our album:
https://plus.google.com/photos/10138...44229523166737