We had a complete high end prototyping line at work: CNC milling with calibration camera (0.1mm min. spacing), a press for multilayer, a reflow oven, stencil frame for solder paste, manual pick&place. It was a huge expense, but we ended using the milling machine only: the oven needed to be calibrated for each board, the stencil required expensive material and the press took a long time, while giving not so good results.
A good feature was the method for vias "metallization", which required some simple tools and a conductive polymer paste.
I think the CNC machine could be worth for a company which makes heavy prototyping, even if it costs a bit!
I'm surprised of the 6/6mils Dave could achieve!