Mixing some ideas from i3, Adapto, @Stephanie_A 3D printer and Foldarap around the fact that aluminium extrusions are not only cool but cheap and sturdy. Z-axis seems a good candidate for using the extrusions as linear guides too. Just starting to get things done.
We use them as linear guides on the Z axis for the Bukobot. A layer of UHMW tape between the printed part and the aluminum makes them work much better.
I’ve seen than Emmanuel uses these http://www.ebay.com/itm/8020-Inc-10-Series-White-Standard-Bearing-Pad-Brake-Hole-6490-/221095267784?pt=LH_DefaultDomain_0&hash=item337a4e0dc8
Unfortunately they are only available in USA.
@Whosa_whatsis Do you think just PLA or ABS will wear soon on z-axis?
I’ve just ordered some UHMW tape, thanks for the tip.
We ran some PLA ones without the tape for quite a while, and while we didn’t see much wear, it was MUCH higher-friction than the ones with tape, and I think the layer transitions weren’t as accurate as a result.
Thanks a lot.
Now I should say I am borrowing ideas from Bukobot too 
you can find similar product in Europe (Germany): http://www.motedis.com/shop/Dynamics-Basics/Profile-Glide/Slider-B-Type-Slot-6::563.html Not yet tested but I will soon.
Thanks @Benjamin_BOIS , I was not aware of that!
I would recommend making the bearings replaceable.
Yay for printed gliders on extrusion !!
UHMW tape, I considered it a little, but the Z-axis works fine on the FoldaRap since the beginning :
And if it caused to much friction I would’nt use them in XY like that : http://www.youtube.com/watch?feature=player_embedded&v=DySxmGJvnyQ (it require good tolerances thought, or a little drop of oil)
Finally I’m not using the pads either, (alway possible to go back to this solution if needed) but I bought a bunch of them if you need some in Europe @Miguel_Sanchez (I tried the white ones from motedis but they have far too much play as they are made for sliding door not CNC stuff).
My only suggestion will be, if you cover the four sides of the extrusion, it is not necessary to have a sort of t-shape in the channel (only needed if you cover just two sides). And since the belt-tension and the whole x-axis add a constraint you’ll be fine even with only 3 sides covered.
Thanks @Emmanuel_Gilloz for a very informative answer. I dropped the T-shape of the inner part of the slots as it added more drag without improving the alignment (but I failed to realize that inner side may be omitted
@Stephanie_A Printed parts are easy to replace (provided you still have a working printer :-). but I see your point, I am just playing with the idea.