List from LadyAda – This list seems comprehensive but may be a little out of date; sadly Olimex no longer does custom orders. (I used to use Olimex.)
OSH Park – I’ll probably try them the next time I get a board made.
Front Panel Express – remember that “front panels” can be used for all sort of things besides front panels.
Big Blue Saw – waterjet and laser cutting of parts of all sizes
Shapeways – Additive manufacturing for tiny to small parts