Want to start making actual products, without a factory? We've mentioned eMachineShop.com before as a good personal-fab resource for the artist or the engineer doing a one-off prototype, but what if your needs are more sophisticated (you use your own CAD software, you need more than just machining, you want a few hundred units made, etc.)? Then the place to go is MFGquote.com, a sort of a Ebay for fabbing-- you post your drawings, fabbers bid on them, you choose who you like. Besides just machining, you can get layup, extrusions, casting, welding, electronics, textile, just about any method you could want to make something; and not just individual parts, but assembly of units. Everyhing you'd need to make a real product and sell it, without having your own factory. It even has an automatic setup for making NDA's between fabber and client, which is of obvious importance. And while it's aimed largely at companies who want to outsource short runs of product, an individual can use it just as well for one-off prototypes or art.
Another site that some pros use is QuickParts.com, which seems somewhere between MFGquote.com and eMachineShop.com in scale and usefulness.