Using McMaster-Carr can be helpful in many ways.
It is hard to cut a square hole with a round tool. Here are some tips that might help you get close.
A brief description of steps in the machining process.
The following is a breakdown of various types of mills and lathes that might be of use to you when designing parts and looking for machine shops that can fabricate them.
If you as a designer can limit yourself to as few setups as possible the cheaper your part will be.