In a couple of recent postings I have talked about the Ponoko laser-cutting service. Another very interesting online service bureau is Emachineshop.com which is a machine shop to which you send design files created with their downloadable CAD software. They have some examples of the things people have made. Just poking around their website really makes me drool a little bit. I can't believe I'm not doing something with this.
Big Blue Saw is a service bureau that does waterjet cutting of metal and plastic. They cut very thick pieces of metal, which surprises me, I didn't know you could do that.
A couple more: Fabjectory.com specializes primarily in making physical copies of avatars from games like SecondLife. FluidForms makes pretty flowing shapes for things like vases and pitchers. I haven't read about these yet, and as of this writing I don't know what technology they use, or what design software.