I have used Autocad in the past, self taught, but believe it or not I used this guys tutorial videos on making guitars http://www.cncguitar.org:7171/order.htm
I ordered the body design and body machining videos, still need the 2 neck videos, This is a guy who made these at his house and he's a little rough but likeable and goes into great step by step detail to show you how to design in solidworks
and Mastercam.
This next one http://www.machsupport.com/ Is the site for mach3 which is a free download, and allows you to run the program in a simulation mode, until you pay the $165 for a license. There are great videos and tutorials on this website to show you how to setup that program to run your machine.
I built my first machine from MDF and it works fine, but MDF is heavy, and you want all your parts to be as rigid and light as possible so that the motors aren't having to work so hard to change the momentum into a dif direction.
The first machine was run with allthread, threaded rod, that prooved to be very accurate with very high resolution, but slow.
The second machine was built from 3/4 oak veniered plywood, and a chain drive system. This machine is much quicker, but loses a little resolution, but is still accurate to .0001 of an inch or better.