I used M6 threaded rod, and made my own 'anti backlash' delrin nuts.
(On a home-made CNC made from slabs of an old kitchen worktop)
Very cheap, and they seem to work a treat.

B&Q had some stainless steel stuff - less than a couple of quid per piece. It looked straight in the shop, and I managed to keep it straight on the journey home.

Wickes had some zinc-coated stuff. Straight, but a nightmare to use. I had to run it through a die to cut the thread back to M6 and I never managed to get it to run smoothly. I went back to B&Q to get some more stainless steel in the end.

Neither were 'straight as a die' after fitting - mostly due to my bad coordination and not cutting it to size before fitting it - but were straight enough for me.
Mine span about 600mm, held at either end with skateboard bearings from MUTR. Doing rapids at high speed (600 RPM) makes it wobble and rattle a bit.

Oh, and don't make assumptions about the number of threads per millimetre. Nothing I was routing on the machine was quite the right size... I'd assumed my M6 threads were exactly 1mm per turn, but they were more like 1.06... so calibrate your axis once it's built.

Keith.