Using McMaster-Carr can be helpful in many ways.
Square hole round peg.
It is hard to cut a square hole with a round tool. Here are some tips that might help you get close.
The Machining Process
A brief description of steps in the machining process.
Types of Machines
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.
The Ideal Part
If you as a designer can limit yourself to as few setups as possible the cheaper your part will be.