The only caution about Express PCB is that their software is proprietary, and as I recall, can't output to the standard Gerber file format, so you can only use Express PCB for fabrication. For prototype quantities, this isn't a big issue, but if you are considering eventually taking your design into production, they are very expensive. If you are serious about learning how to build your own PCB's, you should learn how to use Eagle PCB fromhttp://www.cadsoft.de. It is free, runs on Windows, Mac and Linux, and outputs to Gerber, so you can send your design to any of a large number of PCB fabricators. There are other free PCB tools that output to Gerber, but Eagle is pretty much the "gold standard".
That's pretty cool. If you want to roll your own PCBs, I found this a couple weeks ago. I imagine the results aren't nearly as nice as the service you linked to. It's probably less expensive if you already have laser printer, however.
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http://sites.google.com/site/procad69/
YouTube demonstration:
http://youtube.com/watch?v=Q6WJqjVleG0
Website:
http://www.techniks.com/index.htm