I've decided to buy my own 3d printer too. It hasn't arrived yet. I don't expect to get it until the middle of next month. I'll try and post more then.
I decided to get a Prusa I3 from Mixshop. They were doing an indigogo campaign and I sponsored them. http://www.indiegogo.com/projects/repra ... /x/6413595
Unfortunately it's closed now, but they still sell them on their website for a slightly higher price.
I'm not sure if these desktop kit 3d printers are good enough to make puzzle pieces on. I decided I wanted to try anyway. I was thinking that I would use my machine to make crude prototypes on. This way I could decide if I was happy with my designs and test fit pieces together before I sent my stl files to Shapeways. I don't think those horizontal lines from cheaper machines are acceptable in a final product.
I'm not totally happy with Shapeways either. They are quite expensive, especially here, and I think the polishing job on the white and strong material is inconsistent. The last pieces I ordered still needed extensive work after I got them.
I usually cast all of my pieces with smoothcast onyx, but I've been relying on shapeways to make the master copies that I copy with a mold.
In the likely event that my Prusa I3 dosen't perform to my standards of quality, I'll likely use the smoother but more brittle materials that shapeways offers next time. I need the smoother finish more than I need strength in my master copies.