I've used Shapeways (and others whom I consider better) for a couple of years now in my model railway-ing. I've done wagon parts in particular and had them printed off.
First of all there is the issue of quality which very much depends on the particular material you choose your items to be printed in. the best is the most expensive but you get far less of the "layering" problem with it and thus less need to sand down to an acceptable finish.
Then there is size. Printed is better for larger scale items as there is a minimum thickness below which Shapeways cannot print and the thicker things are the more you can sand down to get . . . etc. as above.
The materials themselves are often very greasy when they arrive with residues in the crevices. This will not take paint readily and your item needs to be degreased, first by scraping excess out of the crevices with a dental tool or similar and then a degreasing agent. It takes car primer very well after that and I would recommend Halfords grey primer as an excellent basis upon which to paint in either enamels or acrylic.
Finally I would advise anyone interested in going down the road of 3D printing to look at Model Railway Forums like RMWeb where there have been long discussions over the past few years on these issues. There is a lot of info on the Net in such places. Look before you leap!
