I was being facetious about the all-on-one-board

The settings would be global, but it could control all three axes independently (I've done that on my parallel port interface - although the PIC is more of an override for the PC [I've got the capability of having an external keyboard to move the machine around if I'm not anywhere near the PC]).

Digital:

For the non-electrolytic caps (C17, C19), there isn't really too much to worry about (so almost anything). I normally use polyester ones, such as Farnell part 116-6036 (100nF), 116-6039 (220nF).

Eagle PCB 5.6 has these in the "rcl" library -> C-EU -> C-EU050-030X075 (or C-EU050-035X075 for 220nF).

Don't forget you'll need a cap for the supply to IC4 (and also the supply itself).

You haven't got any electrolytic caps on the digital supply side - I'd put one in, around 47µF. I'd normally choose an Aluminium 5mm radial over Tantalum (they can explode quite nastily if you're not careful - mainly if you solder it the wrong way around, but they are known to short internally over time). Farnell part 969-3572.

Eagle PCB 5.6 is rcl -> CPOL_EU -> CPOL_EUE2-5

(Hope you follow the nomenclature)

Resistors (R14, R19, R11, R10, R9) for the digital can be 0.25W quite happily. The smallest size for them to be mounted parallel to the board is rcl -> R-EU_ -> R-EU_0207/7

For the power side:

Non-electrolytics, I'd also use polyester, the 63V ones I mentioned above should be fine, but for the smaller values (15/22nF), then 121-5517 and 121-5518 respectively (they use the 030X075 package).

Electrolytics (only C13 and C11), then you could use Tantalum for them (Tants are good for small space and high capacitance). However, I'd stick with Aluminium. Farnell 969-3793, CPOL-EUE3.5-8.

The 2W resistors I take it are for R1/2/3 and R5/6/7. Not sure if you meant it for R4 and R8 as well, but I'd use them too.

I'm not sure if you could replace R1 and R2 with a single 0.25 ohm resistor (may need to be 4W). Anyway, Farnell only seem to have 0.5ohm 2W resistors in SMT form (they do have a 0.51 resistor, but it's in the US, and you'd need to pay £15.95 for delivery [!]). I'm guessing R-EU_0613/15 package for that one (based on the datasheet for the US item). You could use 4x1ohm resistors (Farnell 156-5440, same package as below).

The 1K resistor (Farnell 156-5434 seems the cheapest in stock), looks like it's R-EU_0411/12.

10R resistor - Farnell 156-5420 (same package as above).

I think you can guess where I get most of my components from

Note that the STTA8 diode does not appear to be available from Farnell, but they do offer the STTH8 instead (same current, but slightly lower Vf [I don't think that'll affect it much - they're only to prevent the back-EMF from the motors from damaging the drivers]).

Also note that I'm using an oldish catalogue for the capacitors (the 2W resistors I did use their website though).

Furthermore note that digital and audio analogue is really my realm, so feel free for people to correct my choices.

Have you decided what type of connectors to use? I really like Farnell 963-2735 style connectors for the motors (I'd used them before I saw them on the drivers I got from Zapp). There are bigger ones for more current if you need it.