This space is evolving very quickly - it's not perfect by any stretch, but you can actually order metal parts from Shapeways[1], and there was a story recently about NASA "3D-printing" rocket parts using nickel alloy[2].
I recently at a conference and sat in on a session on 3D printing. There were several materials to choose from now, mostly plastic, but I saw rubber and a few other materials.
There's a sort of "faux wood" material you can print with as well.[1] And there is such a thing as 3D printing with metal also[2], although that can be much more expensive and probably isn't down into the reach of DIY'ers yet.
The most interesting things are either made of silicon/metal (computer chips) or organic matter (food, people) and neither are printable.