A milling machine will engrave PCBs for you from Eagle files. Google PCB-Gcode. It's an add-on for Eagle and I've been putting it through some tests lately. It generates pretty good code. The right setup should net you pretty usable PCBs. It would be great for developing your own prototype boards for less than a buck each.
Now the big "however"...
I am a machinist by trade so I know from what I speak. There is a lot more to machining than setting a chunk of raw stock into a machine and retrieving your finished part after a few minutes. CNC just puts the machine under computer control, which is extremely nice. But as with all things computer, the thing will do exactly what you tell it to do, but only what you tell it to do. You have to know enough about machining to be able to tell it to do the right things. Sometimes what you think should be the simplest parts can be a very long list of problems for which you have to figure out solutions before you end up with a good part. And PCBs are kind of tricky - they are thin, abrasive, flexible and you're using relatively tiny cutters which doesn't translate to an easy machining project. But it's a routine thing once you work it out.
Having said that, it's not rocket surgery. There is a learning curve but it's not that bad. I've been doing it for a very long time and I still find it fun. That's not necessarily true for everybody, but it could be for you.
If you get a milling machine (which would be my choice since you asked - it will make PCBs and small parts) I would suggest you try to find a local machinist to help you learn how to use it. Caveat #1 - there are a lot of guys who will tell you they are good machinists when actually they more accurately should be classified as "operators", meaning they can operate a machine if somebody else sets it up for them, i.e. does all the figuring and thinking for them. So be discerning in your choice of guru. Caveat #2 - before you do anything with a machine, learn how to use it safely first. I can't emphasize this enough. A little machine might not be able to kill you in just a few seconds like the size of machines I work on, but even a small machine can maim a hand or face and be a major factor in your comfort level for the rest of your life, and that only takes a second or two as well. It comes down to always assuming things will go wrong and positioning yourself so you'll be fine no matter what happens. If you start to assume things will just go right, you'll get bit and that's never good.
Finding a local guru would be most helpful. I found a local electronics & microcontroller guru to help me with this robotics stuff, and I am returning the favor with machining help in kind. It works out really well. Barter is almost always the best bargain.
OK that's about all I have to say. Good luck on you.