I've used Shapeways quite a bit. They have a variety of 3D printers and the part cost is based on the material and the volume.
Their cheapest material "white (or some other color) strong and flexible" is made by sintering small plastic particles together (SLS process). The finish is rough (it'll look like 600-800 grit sandpaper) and the roughness
cannot be sanded out. Sanding just reveals another layer of fine particles. One way to deal with this material is to make a mold of the original and cast it in resin (make sure to put lots of mold release on the master or it may stick to the mold), then work on the resin master. Another way is to coat the original in many, many layers of primer (the material will absorb quite a bit) then sand the surfaces smooth. While in theory, the printer's resolution is 0.1mm, in practice that level of detail will disappear in the surface roughness.
The "Transparent detail" (and similar materials) are more expensive and use fused deposition modeling (FDM) to build up layers of an acrylic material. This plastic can be polished to remove most of the printing artifacts (lines and the like).
Just about any material will have a fair amount of printing artifacts - raster lines from the process - which are far more pronounced in curved parts than flat parts.
Overscan - did Rob actually get the part printed by Shapeways? They limit the design specs to well above what the machines can produce - this guarantees that most projects will print in one pass. The negative is that they impose pretty strict thickness limits on their parts - an absolute minimum of 1mm for everything, more if possible.
Their upload check just does basic watertight and surface tests on the model. It can take a day or two for a live person to accept or reject a model for production.
Here's a part I designed as a scout bay replacement for the Leif Ericson/UFO Mystery ship kit:
In white strong and flexibleIn Transparent DetailAnd
A hideous closeup of the White strong & flexible with a coat of Mr. SurfacerFrank