Kevin,
Nice link, a good source of consumables.
I do have a nice bundle of those copper electrodes with holes down them, but also a load of tungsten tubes as well, they are what we used for small tap removal, but you can just make copper electrodes from the solid. If you want to erode a square hole thru say some sheet or even a block, just machine up a square copper electrode. A syringe helps if you can't get fluid flow, just retract the electrode (shut off first) every so often, and squirt some fluid down the hole, just to clear out some of the loose debris.
I suppose with that easy planset, you could in fact mount up some sort of micrometer head stop as well. That would then give you very accurate hole depths.
But as I have said, don't go too far, and keep it as simple as possible, just enough to get the job done, and with a tiny bit of modification, do maybe a couple of other auxiliary jobs as well.
The reason I haven't bothered to make one of these units is that a friend can get eroding done for me overnight, I call him up, he picks it up at about 8pm, I go to bed, when I get up in the morning, he drops it off between 7 and 8am.
Unfortunately, he retires soon, so now my interest in getting one made. I might only use it once a year, but for the cost and effort involved, it could save me weeks of work if problems occur at the end of a piece part manufacture. My main problem isn't usually tap breakage, I seem to have that well under control, but I occasionally do break off tiny drills down blind holes. Rather than risk damaging the job trying to get it out, once it is eroded, it is though nothing was ever wrong, and I can continue from whence I came.
John