One of the main obstacles encountered in designing low noise, high efficiency, heterodyne receivers and local oscillator sources at submillimeter wavelengths is the quality and cost of waveguide structures. At wavelengths shorter than 400 micrometers, rectangular waveguide structures, feed-horns, and backshorts become extremely difficult to fabricate using standard machining techniques. We have used a new laser milling technique to fabricate high quality, THz waveguide components and feedhorns. Once metallized, the structures have the properties of standard waveguide components. Unlike waveguide components made using silicon wet-etching techniques, laser-etched components can have almost any cross section, from rectangular to circular. Under computer control, the entire waveguide structure (including the corrugated feedhorn a submillimeter-wave mixer or multiplier can be fabricated to micrometer tolerances in a few hours. Laser etching permits the direct scaling of successful waveguide multiplier and mixer designs to THz frequencies. Since the entire process is computer controlled, the cost of fabricating submillimeter waveguide components is significantly reduced. With this new laser etching process, the construction of high performance waveguide array receivers at THz frequencies becomes tractable. In this paper we will describe the laser etching technique and discuss how it can be used to construct THz imaging arrays. We will also describe the construction of a prototype 810 GHz mixer which utilizes these new construction techniques.