Flexure stages are very clever things - they can allow accurate linear motion, with zero backlash and no moving parts. For example, check out PI's nanopositioning stages - http://www.physikinstrumente.com/en/products/nanopositioning/index.php. Proper stages are normally wire-EDM-machined from a solid piece of metal, but I realised recently that it's possible to make a rudimentary stage entirely using the laser cutter. Here's an example made from 3mm plywood (acrylic would obviously be better, but I was cutting ply at the time).
The central block (with the mounting hole) is attached to the frame with four very thin arms, which allow it to move but constrain the motion to a straight line. Two M3 nuts are glued into the frame, and a screw bears on the central block. Using two nuts allows for backlash reduction in the screw. Lots of hot glue hold them in place. Here's a PDF drawing, if it's any use. Overall dimensions are roughly 30x45mm.
Travel is about 1mm before the wood breaks. Here's an animated GIF:
And a video:
Obviously, this could be improved on hugely (different arrangement/number/size of flexure arms), but it's a start!