I recently discovered a really excellent web site: The Game Crafter.
Here, you can do on-demand publishing of board games, while maintaining ownership of your creation. They have a selection of standard parts you can choose from, such as pawns, meeples, tokens, glass gems, and colored cubes. They also print and cut decks of cards, mounted game boards of certain sizes, and instruction books. Finally, they let you sell your game from their store, similar to the way a site like Cafe Press works.
I haven’t used the service or bought any games from them yet, so I can’t comment on the quality of the components they provide. However, as far as the price is concerned, this seems like an excellent way to get reasonably high quality cards printed, such that they are all an identical size (so you can shuffle them) and without running out of printer ink. The base prices seem like a manageable cost to build your own game and purchase a copy, but it seems like the margins would be really slim if you wanted to sell copies at a reasonable price.
I also discovered a similar site for books and authors: lulu.com. I’m no writer, so that one’s not as interesting to me.