OSHPark absolutely rocks. Their ordering system is very good - as someone who does only a board or two a year, it's comforting to see their very good renderings of what the boards will look like, to be sure I haven't missed something dumb.
I've ordered two boards from them and they've been fantastic quality both times.
Unless you're in a real hurry, it's probably cheaper to have OSHPark make the boards than to make them yourself. If you ARE in a hurry, it still might be faster unless you already know how to make boards and are pretty good at it. Until I heard about OSHPark on the podcast when Laen was on, I was trying to etch my own boards and it was a mess.