This page reviews DIY methods of making PCB boards:

Pre-Coated boards

This is a print/chemical method for precoated boards: http://wiki.sgmk-ssam.ch/wiki/PCB_Etching

Uncoated boards

For uncoated, you can use glossy paper and toner-transfer either with an iron or a laminator.

http://www.instructables.com/id/Cheap-and-Easy-Toner-Transfer-for-PCB-Making/

Milling

• see also methods of milling PCBs - Multi-material additive and subtractive prosumer digital fabrication with a free and open-source convertible delta RepRap 3-D printer