If you are in Los Angeles, there are several affordable machine shops here. I'll be taking the Venice Machine Shop class starting next Monday (http://venicemachine.com/). For only $55, you get 6 hours of machine shop access for 3 months! El Camino College has a more modern machine shop with all sorts of cool prototyping machines but the classes are on weekday mornings (http://southbaymachine.com/). Machine shops in other parts of our fair & sprawling region are listed here: http://venicemachine.com/expandedinfo/machineshopclasses.htm

There are also Fab Labs around the world: http://fab.cba.mit.edu/about/labs/