Well, it helps to know not just the materials, but the processes. Just like you can vac-form styrene sheet, you can injection mold it... but which process would you prefer for a fine model? The "affordable" desktop printers that get all the hype are the vacuum-formers of 3D printing... abandon all hope for these, if you're looking for fine modeling tools!
1. In the beginning, there was stereolithography, which is the process wherein a laser draws on the surface of a pool of liquid photopolymer, hardening one layer at a time. Expensive, but capable of pretty fine resolution.
2. Then we have various forms of multijet (R) machines... which have an inkjet-like head that sweeps back and forth, squirting out droplets of heated plastic which is further cured with a UV flash. Most of your fine res parts from Shapeways are made on such a machine, which advertises a 29 micron (~900 DPI) mode... which SHOULD be very fine, almost optical quality... but in reality, the parts come out much coarser.
3. SLS, selective laser sintering, fuses together dry nylon powder... parts are relatively low cost, but porous and gritty, and the stepping is pretty severe. I used this on the cabins for the ship above, but A LOT of sealing and sanding was needed to get a smooth wall.
4. Fused Deposition Modeling, FDM, is the low cost home process... imagine building parts with a tiny hot glue gun, squiggle by squiggle... no good for most modeling purposes.
Surface finish on a mechanical part model from an industrial quality FDM machine:
Moral of the story:
Don't even think about home machines... just order your 3DP parts from an outfit like Shapeways... let THEM invest their $$$ in machines that depreciate and go obsolete in a few years.