For the steel if you want online try fhbrundle:

Rectangular Hollow Steel Sections - F H Brundle

For the aluminium either aluminium warehouse that kingcreaky already pointed out or ascmetals.
Metal Stockists: ASC Metals Lincoln Ltd. - Metal stockholders for East Midlands/North of England

It is worth phoning around a few local metal suppliers to see what is available from actual people rather than online it might work out cheaper especially if you can collect it.

For the motors I was planning on ordering from cnc4you, the price seems as good as ordering from china surprisingly... Unless anyone has found anywhere better of course.

Nema23 3.1Nm

The spindle/vfd off ebay, I think a few people have used solar.jean