I really don't want to have to use custom CNC machining to make the motor, so I'm searching for what I can use for making the motor.

rack with no pinion

Benefits:
+ precision
+ flat-topped teeth. like in steppers.

Drawbacks:
- wrong material
- eddy currents
- no idea, where to get one

Threaded rod and nuts

Benefits:
+ precision
+ easy to obtain, cheap

Drawbacks:
- wrong material
- eddy currents
- spiky ridges. Can be smoothed out, but it's not easy to do precisely.

Saws

Benefits:
+ easy to obtain, cheap
+ thin, so can be stacked to get rid of eddy currents

Drawbacks:
- wrong material
- spiky ridges. Can be smoothed out, easier than with threaded rods.
- not made to be precise, generally.

Ferromagnetic 3d-print (PLA with iron)

(thanks to @Lupus Mechanicus for steering me to this!)

example: http://www.amazon.com/Ferromagnetic-grams-3D-Printing-Filament/dp/B019J1E7GI

benefits: AWESOME!
+ precision
+ flexibility. Motor can be tailored to fit the printer.
+ no eddy currents

drawbacks:
- bad temperature stability, might require active cooling