I think Chris might be the only one that works fast enough to benefit from home etching.

For the rest of us, sending to a custom etching house is a lot less hassle... no chemicals to dispose of, no wasted evenings trying to get something to work, tighter tolerences. It might cost a little less in the long run to do your own home etching, and you might get it done faster once you're up to speed... but otherwise, just send it out.
Indiana Micro-Etch is a stateside company that will do custom projects. MTL uses them for production. There's a great company here in Chicago run by a couple Russians that does fantastic work and will even etch to a different level (ie not just halfway) but they only want to deal with production quantities. I think for the hobbiest, PPD-LTD overseas is the way to go. I've sent projects to them with .003" diameter rivets on .003" thick brass and they've nailed it. And they're used to doing single sheets with no minimum, and are familar with the hobby side of etching. Pricing is extremely reasonable for the service, even with the exchange rates, and turn-around is generally a month.
Not to say Exella isn't worth pursuing, I just haven't needed to try them yet. As long as any of these companies are willing to deal with you, the results should be pretty good.