BTW just the laser isn't enough to get good stainless steel stencils, there are post-processing steps too to remove the burr from the laser (otherwise the solderpaste won't release well). Usually electropolishing is used. You won't have much luck using an unpolished stencil for 0402 or QFNs (or smaller).
LPKF are probably the best-known brand for the CNC laser setups for cutting the stainless steel stencils, and the better Chinese factories use their machines (there are also some good Japanese ones).
So much like for making PCBs, it's a messy and expensive enough process that it's best left to a factory that do it day in day out and can reduce the costs to a minimum. You can just order the stencil at the same time as the PCB...