Yep, built one many moons ago
All details are here:
http://gliderireland.modelisme.com/cnc.htmVery easy to build, even with very little mechanical knowledge like me!
All you need, is a good plan, and a bit of time
Software wise, you have loads out there now. Mine was using Ninos (from Iprocam). Very easy to setup and use.
So, basically, it's all easy! The main issue now, will be with your ability to produce CAD files, in 2D or 3D. Everything else, is just the push of a button, but to be honest, if you build a cnc router to build 1 model a year, this is not worth the effort, as by the time you produce the drawings, clean them up, arrange them for the machine, and cut, you would have cut your parts with a good fret saw!
If you cut 3 or 4 of the same model (friends, club etc), in this case, worth it, as the time spent making those files will be well used for production.
But if you like a mechanical "challenge", this cnc stuff is a hobby on its own
My 2 pences worth of course