I'm an old-fashioned guy, I just etch them. The equipment is far cheaper, but it requires a bit more skill. Still, it's not very difficult. I tend to stick to double-sided boards and trace widths >0.25mm (10 mil), which is perfectly feasible with low-cost equipment and materials.
Outsourcing like @chrisknightley does is certainly viable as well, but I personally don't like to wait around for some boards to get here from China. A simple board I can layout, manufacture and populate in <24 hours here at home without breaking out a sweat.