I used to build (as a hobby) bicycle and tricycle frames and I've done a fair bit of research into it. Sean's setup is very much at the "production" end of the craftsman scale. Some places don't even use jigs, preferring to use a lugged construction and pins to hold it all together while it's hearth brazed. I think most builders have some form of mitring jig for the main tubes though even if it's just an electric drill and hole saw held in a basic jig - the fit affects the strength of the joint so it's important to get it accurate.

I built my first frame in my bedroom (as a teenager) with just a vice and basic hand tools and brazed it together using two plumbers torches. It's a very slow method but it gives you a good feel for the materials and it produced a pretty good frame if I do say so myself :-) A local frame builder was kind enough to finish off the threads and bearing faces (which needs specialist tools) for a nominal charge. Later I flycut the tube ends in a lathe fixture which was much quicker and I built a jig which has unfortunately been lost over the years.

To introduce a CNC angle, I've recently been thinking what would be required to cut fancy lugs such as these (http://www.llewellynbikes.com/thegallery/lugcutting) - it's a very time consuming (and skilled) part of making a lugged frame and should be fairly easy to do with a 4th axis on a mill.