We 3d printed a custom sprocket for driving power chain for one of our elevator prototypes this year. The idea was to shove it up one side of a telescoping ladder as our lift mechanism. You can see a test with the sprocket somewhat visible at
http://www.youtube.com/watch?v=50IzCFTdWtg. We ended up abandoning this design in favor of a serpentine belt design similar to 25's from 2007, but this was one of a few ways we used 3d printing. We also used it for all kinds of minibot prototypes, playing around with wheel sizes and shapes.
It's a great prototyping tool (hence the alternate name "rapid prototyping"), and can certainly be used for final components if the plastic will hold up. In both of those cases it would have worked great, but it wasn't legal on the minibot...
With some basic knowledge on the tolerances necessary for press fits, you could 3d print plastic parts or laser cut acrylic to snap together. But as Andrew said, the scale is limited. I think most polycarb needs a more powerful laser to cut (or does it cut at all?). Another cool thing you can do is print an entire gearbox with support material that you dissolve away, and then like magic you have a working gearbox, no assembly required. Granted this gearbox might need bearings inserted somehow, and probably couldn't hold up to much.