I look forward to that day when we have nanofactories on our desks, but in the mean time there as several sites that offer fabrication and 3D printing services. These sites include:
I have not used First cut. I've seen some of the 3D products in metal from Shapeways and thought the quality was very good.
I designed a widget and had it laser cut out of flat plastic stock available on Ponoko.com. I designed my widget in 3D using
Sketchup8 to make sure everything fit right. I actually redesigned it about four times. The first design was done with a 3D printing process in mind, but the cost would be too high for such a big piece. I redesigned it using flat plastic stock. After a few iteration, the design was simplified to only three piece of plastic stock with multiple parts on one sheet of plastic. I then did the design again in 2D in Adobe CS3 Illustrator using all the measurements from my Sketchup design and a template supplied by Ponoko. Layout in 2D with Illustrator and the Ponoko design rules was very easy. My only issue with Illustrator is that it only supplies measurements to 4 digits so it's hard to check your design. You can use the opensource tool
Inkscape too for 2D designs, but it seems to have the same issue.
I uploaded the design to Ponoko and two weeks later the parts arrived. I still need to verify the parts match the design and build the widget, but my first impression is very good. This is cool, and inexpensive to make prototypes. Updates to follow.