Machining Ball Screws

How do you guys machine ball bearing lead screws? Over the past several
years I've read about people turning it on a lathe with carbide tools,
grinding off the hardened layer, heating up the end to be machined to
soften the hardened layer, and shrink-fitting it on to a piece of machined
steel, with sometimes welding it on when done. Now it's time for me to
give it a try. I'm about to order some 5/8" Thomson Saginaw screws from
Reid tool. I have an enco 9"x20" lathe, but they are notorious for
flexing, so I'm not sure if it will be up to the task of machining the ends
down.

What have you tried and how did it work?

Thanks for your time,

- Steven Ciciora

P.S. Why do the flanges cost more, and wiper kits cost twice as much as the
nuts?!?