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.
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".
I totally agree with this: Eagle is a good product, and the freeware version is very capable. Also, as mentioned, it is essentially the standard especially for hobbyists. Given that, and going along with the DIY aspect of this site, Batch PCB is a good way to get those boards made!
For manufacturing, I usually ask to sinfo pcb (http://www.sinfopcb.com/). They've done such great work for me lately. However it may not be necessary to go through the expenses of having a board manufactured by a compagny if your project doesn't involve surface mount components and multiple layers. It is failry easy to etch your own single or dual side PCB yourself. However it require extra thinking as it is not possible to do hole plating in case of a 2 layer board. That means that vias needs to be implanted manually and can't be placed under components. They also have to be larger.
Having hole plating and soldermask will help for the most demanding projects, with SMD components and 2 to multiple layers PCBs.
Making your own PCB's is loads of fun! But I disagree with your statement that surface mount makes it impossible to make your own. Any more, I try to avoid through-hole because drilling all those little holes is a major pain!!!! But, yes, multi-layer is totally impossible and you have to think carefully about your vias, especially if you hate drilling holes.
Yes, surface mount is possible and I made my own as well, however you have to think hard about the vias, it will limit the component density and placement as well. I like to make them myself anytime it is feasible, however with numerous vias and surface mount, having a professionaly made PCB with a soldermask and hole plating makes it much easier. It all depend of your project and how much you want to invest/how much you're sure about your design