Is it weird that after reading you were in Australia, I automatically read the rest of your post with an aussie accent? =X
On topic...Yes designing your own keycaps is crazy expensive, unless you can convince others to buy your design too an coordinate a mass order from signature plastics. The main thing you need to consider when buying keycaps, especially from various sources, is keycap profile.
Each row has its own profile, and there are many different families of profiles to choose from. So I dont recommended buying from multiple sources. You want them to all be from the same family, or else you will end up with something thats not comfortable to type on.
I would suggest you read over Keycaps 101 available here:
http://www.keycapsdirect.com/keycaps-101.phpAs well as the geekhack wiki on keycaps. It will go over all the different types of plastics there are.
But for the most part your options are fairly limited to minor cosmetic keys like a red ESC, or ClickClack's custom keycaps, WSAD filco replacements. Or full keysets like the ducky black on black keysets, or the group buy keysets. There are blank filco sets available too that match your current keycap profile and key sizes.
Were you looking for full on key replacements or just accents?
Im checking with a custom shop friend of mine if its possible to sublimate onto keycaps with typical custom shop setups. I'll get back to you when I know. If you can, then you could buy a set of blank white keys and sublimate whatever you wanted onto them at a local shop that does sublimation printing. You know the type that does custom mugs, tshirts, etc. It would HAVE to be white keycaps for it to work though, and since the keycap top is a complicated shape its probably not possible to do at a local shop.
Edit: just as i suspected it cant really be done at normal custom shops. Even if the key was flat like a laptop key, the pressure required from the press would likely damage it, failing that the temperate of 250-300 degrees would ;x
