If we're just talking about slides/ways, here are a few ideas:
Cold rolled round stock - Found at many hardware stores, farm stores, and steel suppliers that cater to small business and hobby. About the most dimensionally consistent material you can find at a hardware store. Polish it up in a lathe and you can make it even better. Gingery's books talk about using rectangular CRS bar for the box ways of the lathe and mill.
O1 (Silver steel, tool steel) - Found at the small steel supplier. Though more elusive than cold rolled, it's also much smoother and closer to size (though not as good as many people expect). TGP (turned, ground, polished) is much better yet, but also much harder to find.
Galvanized angle iron - I'm thinking about the stuff made from sheet metal with holes punched in it. Sold at most any large hardware store around this area. I'm willing to bet it would make for a pretty smooth ride for a bearing with a V-groove. Again, even better with some hand work polishing things up a bit.
Drawer slides - The heavy duty kind with ball bearings have always whispered to me that they need to be made into something interesting. Some sort of arrangement would need to be in place to take up the play but definitely a smooth ride and likely quite linear.
ERW Tube/Box Section - In long sections this can have some pretty bad twists and bows. Also if it sits around for too long or out in the weather you end up with rusty scrap. However, get it new and from a reliable mill and it would probably make a good track for a bearing. I'm sure the guy that spent money on the 3D printer would spring for a grinder with wire wheel to polish things up a bit.