A colleague recently introduced me to Firstcut CNC Machining – a branch of ProtoLabs that does custom 3-axis CNC machining. They’re very easy to use – you upload them a 3D drawing (I use Autocad Inventor, because it’s free for academic use) and they will generate a quote for you. I uploaded the part below, which is a prototype of a LED ring light that sits on top of an objective, and got a quote back for $240 to machine it out of aluminum, although they can’t machine the angled holes in the cone perfectly, since they are doing 3-axis milling. Nevertheless, this was cheaper than I expected for such a complicated part, and their website is very easy to use. They also quote a 3 day turnaround, which is pretty nice (you can do one day turnaround, but it doubles the price).