I'm lucky enough to have access to fancy tools such as laser cutters, 3D printers, CNC machines and more. Using these tools, I can make a lot of things myself. If you don't have access to these machines, there are companies that provide manufacturing services at a reasonable cost. Here are several that I've used.

3D Printing

• Shapeways - Shapeways provides access to many different 3D printing technologies from consumer level FFF printers, to very high end metal 3D printers. They also provide casting services, where they'll 3D print models in wax, then cast them in a number of precious metals.
• i.materialise - Another 3D printing service, with a number of different materials. Based in Europe, so shipping can be pricey to the US, but if you make a big enough order they offer free shipping.
• Kraftwurx - Yet another 3D printing service (I think they claim to be the first). They have the largest selection of materials, but they are generally more costly.

Laser Cutting

• Ponoko - Ponoko provides templates that you can use to make laser cut designs. You can order your designs in a number of different materials from wood, to leather, to acrylic and more.

PCB Manufacturing

• Osh Park - Osh Park manufactures PCBs. You can design your boards in EAGLE, upload them to their site and order them in quantities as low as 3 boards at very affordable prices.