The blog comments had again some fearmongering about CE marking. I'd like to correct some misunderstandings here (I thought this might be better place for this discussion instead of blog comment);
For your small product (small electronics with no radios (of any kind, including receiver-only!) and no functionality deemed critical (that is, it isn't used in any "official" fashion, like shop scales, credit card processing and so on, or in explosive surroundings) you only need to slap in CE mark in product and create Declaration of Conformity.
Most likely your product has to meet following directives;
2002/95/EU: RoHS. Simple nowadays, since you actually have actively seek out non-RoHS components/materials.
2002/96/EU: WEEE. It may seem that you are required to join some huge recycling consortium, but for small-scale producer there are exceptions. Basically you can put WEEE mark in product and in documentation say that "don't throw it in bin, return it to manufacturer". You will have to somehow arrange return so that person doing to return doesn't have to pay for it so this can be a bit unpleasant.
2004/108/EU: EMC, the big nasty thing. Requirements basically are that product may not generate too much EMI and doesn't get permanently destroyed if subjected to external emissions (yes, destroyed - failing temporarily until interference goes away is perfectly ok according to directive requirements) . Pretty easy, and you can even test it yourself if you happen to have spectrum analyzer and suitable probes (for example, my last project I was a bit worried about was far less noisy than Arduino controlling it). If you want you can use external lab for few hundred eur (lab does *not* have to be official as long as they can do same measurements - I contacted local school, EMI testing was about 150€ and I got nice report saying my product was about 20dB below limits).
Others notable directives are 1999/5/EU (R&TTE - basically anything having any kind of radios), 2004/104/EU (EMC instead of 2004/108 if your product is related to electronics used in/as car components) and 2006/95/EU (LVD - if your product has voltages larger than 50v AC or 75 DC). Many of mentioned directives have since been amended but the current status (for low-volume, non-"official" electronics) is pretty much this.
So there, not that scary anymore?
(disclaimer; I work for electronics for living and reside in EU (and yes, it took me a while to figure out all this). Now, although I have no exports to US, I still tried to decrypt applicable FCC rules... And gave up instantly. At least EU rules are human-readable... So if someone would be nice enough to post similar list about FCC, I'd be really happy.)