Although not a solution for all of us, it would be cool to convert a 3D printer into a PCB printer and do our own boards. Maybe some of our members with the 3D printers can give this a go and make a video. Just a thought...
PCB milling machines exist, but the reality is you can't ever do more than 1 layer, or two with extreme pain, since the via process is not milling friendly (wires through holes, or those tiny rivers, etc are all a giant pain). PCB manufacture is best to outsource, especially as its gotten so low cost.