I've carved tool steel with, not quite a Dremel, but a pendant motor, so you should be OK with an Dremel with everything that Shapeways offers except stainless steel. Use new sharp burrs, the fastest speed you can and the lightest of touch other wise the plastic will burn.Bill Bedford
You can grind away even at the stainless steel. But, I wouldn't call it carving. You can shape quite a bit though it will take an unpleasantly long time.
That last few versions of Zbrush can use a free plugin found on the official zbrush website that allows you to export an stl and some other formats for 3D printing as well. You can even pick the size of the object before exporting.
I still recommend checking your object with the free program "Netfab" before uploading. That way you will know if the wall thickness and other other common issues are going to be able to print.
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