I bought my 300mm Z axis profile rails, and my 700mm Y axis profile rails from Korea. FA system:
http://stores.ebay.co.uk/FA-SYSTEM_L...34Q2ec0Q2em322
And very pleased with them. Wouldn't contemplate buying these things new because of the price. Remember to allow for import tax, handling etc. and a 2-3week wait if you go down this route. I got lucky on the 700mm rails (import wise), but the 300mm rails cost around £20 for import etc.

If you go with open bearings on an unsupported rail (or supported) remember that under certain load conditions they will 'open up' to some degree. Thanks to Ross for pointing out that obvious fact to me some time ago! There's alot to think about, or blissfully ignore!