I've used
Shapeways a couple times. Other people on here will tell you they're flat-out terrible and you should never use them. They're okay for cheap prototyping, but has come in consistently behind schedule, and their prices are really creeping up. I've only tried a few of their types of plastic and none of the others like glass or metal, but I think anything below their "ultradetail" level just isn't detailed enough for most miniatures (terrain might be okay though) and there were definitely 'stepping' issues with it. The ultradetail definitely gets down to fine enough detail for a lot of minis, but still needs some cleanup to really make it great.
I've seen at least one other company recommended but I can't remember what it is off the top of my head.