I've studied industrial design for a few years, here is what I can tell you:

Plastics is a very large subject and there are a lot of criteria that can be involved. You criteria apparantly are:

  - Can be made in small series. (ie. no injection molding or extrusion)
  - Holds electrical circuitry.
  - Serves mainly the purpose of container. 
  (no exceptional stresses, no special features, 
  must be able to open and close in some way.)
  - Consumer product, so must have somewhat nice finish.
  - Should be tappable for screws?
  - Production accuracy within 1-2 millimeters?
  - Can be made in your own workshop?

Here are some small-series techniques you could look into:

  - (Resin) casting
  - Dip molding/casting
  - Heat molding
  - Spin casting
  - Vacuum forming
  - Hand laminating or spraying

I don't know what materials are exactly applicable to what technique, but for your purpose some common materials are: PP, PS, Styrene-butadiene, ABS (especially), PA6, Polyester (resin).

Goodluck!

Protomold.com is your best bet, ultimately you can make a larger run off the molds where as milling won't tell you anything about the viability of it as an injection molded product. Also injection molding is a bit more complicated than just drawing up a shape so you might need some expertise if you are going down that road.

I've been doing some home molding with High Impact Polystyrene (HIPS) and with clear PETG. The polystyrene is opaque, white, strong, and particularly easy to work with. It's also cheap (about $50 for a 1/8" 4'x8' sheet).

Vacuum molding at home with an oven and a vacuum cleaner can produce surprisingly good results. Searching the web for "vacuum molding" or "vacuum forming" should turn up some decent tutorials.

TAPPlastics.com is pretty good for small quantities (especially if you are near one of their stores), but others (like Interstate Plastics) have better prices on full sheets. TAP has HIPS at their store near me, although I don't see it listed on their web site.

I always try and find a way to make it out of metal in smaller quantities (and larger for that matter).

Do you have drawings of the product? At such a small quantity, probably only vacuum forming or machining will be cost effective. eMachineShop might be worth looking into, or canvass the Web for a hobby machinist with a CNC mill that will do them for cheap.

Maybe one of those online fabrication sites (don't know of any off the top of my head, but you could find some on fabbaloo.com)? Or are they still too expensive?

Too bad you don't need more than 10-20, then you could probably use a factory in China.

Depends on the surface finish you want, amount of post-fabrication hand work you want to do, price, strength, size...

You could look at www.shapeways.com

For that size order, something like emachineshop.com might be the ticket.

consider this http://harkopen.com/projects/reprap

stereolithography

Stereolithography is usually fine for evaluating product form, but the cured polymers aren't (usually) functional. Fused deposition systems (from Stratasys) produce functional parts from ABS, similar in strength and workability (for drilling/tapping holes, finishing surfaces, etc.) to injection molded parts.

Look up "tool and die" in the yellow pages.