OK, folks, I promised to document my experience buying a CNC router, so I'll report as I go along. I'm in the US - other countries are no doubt very different.
Step 1: Picking your router.
There are a number of Chinese sources that advertise on eBay. I'm sure you can find others by the usual search means. I looked at a couple of vendors and checked them against discussions on CNCZone.com, a very active forum for the CNC community. I found that a large fraction of the buyers of the CNC routers were in Australia. Apparently between high tariffs and high shipping costs from Europe, the cost of a machine from Italy or Germany is prohibitive for all but the most demanding customers. I ended up selecting JCUT based on a variety of reports.
Now that you picked your vendor, pick the machine. JCUT makes a range of machine sizes. I was originally thinking I was going to go for a 4x4' machine, but after thinking about what I was really going to use it for, and how much space it would take, I backed off to a 2x3' workspace, which will cover about anything I can imagine. In fact, most stuff will fit in 2x2' or even smaller, but I do have a couple of projects in mind that will use the 2x3' workspace, so that's what I'll get. With JCUT you have to pick from ball-screw vs. rack and pinion for the xy axes. Everyone has their own opinion of the advantages and disadvantages. Typically a ball screw will give a more accurate machine, a rack and pinion will give faster traverse speeds. At least for JCUT, the ball-screw is cheaper by a couple of hundred bucks. Since I really don't need the fast traverse, I'd rather pay less and have more accuracy. The stock spindle is 1500kW water-cooled. Upgrading to 2.2kW (3hp) is about $200 more. An air-cooled spindle adds $330 on top of that. The 2.2kW spindle takes 1/2" bits while the 1.5kW doesn't, so that made the choice easy. I stuck with water-cooled - probably will regret that. Finally you have to pick which controller interface you want. There's the standard NC-cut or some such. For another $400 you get Mach3, which seems to be the most widely used by everyone building machines. US written and supported software vs. some mysterious thing. For $500 over the base, you can get a "DSP" controller. This means that you don't need an external PC to run Mach3, but have blackbox software. I went with Mach3 based on it's widespread use and the recommendation of a knowledgeable friend. I think there may be an option for more z-travel, but 6" seemed plenty for me.
OK, now that you've made those choices, there's some room to negotiate price. Don't just buy as-is on eBay. (not even sure if you really can). I had a number of email exchanges with "Mandy" at JCUT who helped a lot in configuring the machine. The sticker price as describe above is $3450(US) to my nearest port (Los Angeles). I haggled and got them to include trucking all the way to Albuquerque, which would cost me at least $400. Payment terms were 50% to start machine build, 50% due on shipping. As it ended up, I paid the $400 Mach3 upgrade via PayPal immediately, which started the machine build. About 10 days later I got a photo of what was said to be "my" machine, asking for the balance (which was 100% - $400, since I was never asked for the 50%) to ship. I paid that via wire.
Step 2: Shipping
Pay careful attention here. If you screw this up, you could face BIG fines from Customs, possibly much more than the machine is worth.
You MUST file an ISF10+2 form BEFORE the ship leaves port. Failure to do so results in fines starting at $5000!
But you can't file an ISF10+2 by yourself. It must be filed electronically and you can't get an account. There are various firms that have web-based services to do this. The alternative, which is probably a better idea, is to work with a broker. The customs and border patrol website has long lists of registered brokers for each port. Before you can have them file the ISF10+2 they need to verify your identity, which can take a couple of days. In the case of the broker I used, they wanted a scan of my social security card (not just the number) plus my driver's license. Get this done in advance - you don't want to be in a panic situation like I was, trying to gather, scan, and email the required documentation.
OK, I'll assume you got this taken care of EARLY.
A few days after making the final payment I received an email containing all the information to complete the ISF10+2. Shipping date (ie, ship leaving port) was only THREE DAYS OUT. That's why it's important to be all set up to file your ISF10+2. This info included the container #, the place where the container will sit on the ship, etc. You will forward this info to the broker you have already established a relationship with. The broker I used told me this will cost $30, but I haven't seen the bill yet.
If your machine costs less than $2500 excluding shipping costs, you can bring it in under "informal entry" rules. This greatly simplifies the paperwork and eliminates the need for a bond. If you need a bond, your broker can handle it. If this is a one-time deal, you get a one-time bond (I was told $65). If you're going to make a habit of this, you can get bonded for the year (and you're probably insane, too).
OK, that's where we stand. My router loads tonight (my time, it's daytime in China already). It will make a stop in 3 days in Shanghai, then arrive in LA on Sept 5 if it's on schedule. At that point I need to clear customs. According to what I've read about informal entry rules, the trucking company should be able to sign for it as the consignee for me. If that doesn't work, the broker will clear it for a fee that will be cheaper than my flying to LA
(Actually, I might get my nephew who lives in LA to clear it as long as the informal entry rules apply.)
More in a couple of weeks.