I just learned of the existence of Shapeways, a company in the Netherlands that can "print" solid objects in a variety of materials. You choose a pattern from their galleries, or upload your own, select a material and size, and they'll make it for you and ship it anywhere in the world. Since we game designers are forever looking for ways to make custom game pieces, I thought this service would be of interest.
Objects can be printed in a variety of materials, which vary in cost. Some materials are paintable; it is possible to print objects in full color using a "colored sandstone" material.
Creating custom patterns requires 3D modeling software and (I gather) a fair amount of expertise. I know nothing more about this subject so I can't offer advice; perhaps other BGDFers can make suggestions. Shapeways allows their customers to post their designs on their site for others to print, and they have a gallery of "miniatures" that includes, among other things, some spaceship designs, some fantasy figures (even Cthulhu, listed as "Ancient God"!), and some train shapes. They also seem to be able to put you in touch with experienced designers who will create a custom pattern for you, probably at a high price.
Some patterns in their galleries are quite expensive, and in general you're clearly not going to get anything at mass-production prices. But it's cheaper than buying your own 3D printer. :-)