Mechanical prototypes

Protolabs / Protomold / FirstCut
Quickparts
eMachineShop

others at http://replicatorinc.com/blog/

Also, there are various 3D printers out there - plus the opensource reprap/makerbot ideas.

For quick turnarounds of simpler parts, though, FirstCut with HDPE or Nylon is hard to beat.

Surplus stores

Marlin P Jones and Associates mpja.com
Surplus Center surpluscenter.com
C&H is still around, but in a much smaller form
All Electronics