I am another Protolabs and Xometry user. Also
Fictiv. There are a bunch more out there, some with different processes or industry focus. If you look at the raw material vendor websites for some of the processes you'll see some remarkable options but none of the bureaus carry them all. So, if you want material 'X', or finishing process 'Y' (Tumble polishing or bead-blasting of your SLS parts?) you have to go on safari...
When folks say 'they're expensive' I always wonder 'compared to what?' Other than FDM most of the other processes are really expensive to own and to operate, so I always felt like getting parts from any of the bureaus was a relative bargain. I have also found some pretty wild price swings, 2X+, from company to company for the same part. I don't know if that's a dynamic thing related to excess capacity or what, but now I always cross-shop before I buy.
Edit: I have used Xometry for sheet metal several times and had variable results. My understanding is that Xometry acts as a broker and places the work wherever there is capacity among their approved vendors. That means you are always dealing with different people/shops. Like 3D printing though, having all the sheet metal tools in-house would be cost prohibitive for the few times a year I need parts for a project, so I count Xometrys cost and hassle as a relative bargain. No doubt I could find a local resource, but then the process of placing the order, making multiple calls and emails, etc, is enough to keep me pointed at places like Xometry. For bigger all-sheet metal projects or short pre-production runs then it is worth working with a local dedicated sheet metal shop.