Steer clear of the Chinese ones. They all make compromises and so do a striking number of the machines you can buy in England. Thus the only way to get a good machine for a remotely reasonable price is to make your own or pay someone else to make it or a combination of both. If you give a link to any your interested in we can say why it's no good. If you're only ever going to cut MDF then a few of the compromises are acceptable, but nobody gets a CNC router and only uses it for what they originally planned.

Common faults which all lead to lower rigidity are (to name but a few):
Only using one ballscrew on the gantry which leaves the outside insufficiently supported to cut anything substantial.
Unsupported round rails.
Bearing blocks on Z-axis plate instead of rails.
Unreliable/poor spindle.
Mismatched electrics.

£4000 is enough to get an excellent 1200x1200 machine.