Pretty much what Oobly and Photekq said, the best caps are crafted from some form of resin blend. What that blend is for each artisan is like their Coca-Cola formula and different types of plastics and techniques can give a wide array of different effects. One of the pleasures of collecting 
One of the best entry points aside from 3D printing is pressure molding.
Excellent. Thank you for the information. I'm going to have a few keys 3D printed just to see how the cap comes with my design and I plan on taking this slowly. So it will be a while before I do have a machine mold made etc.. I was just expressing my plans.
I'm fully aware it's going to be a lot of trial and error. I'm going to shop around for some resin materials while I wait for the 3D caps to be printed (the model and design is nearly complete).
Any idea on a good vendor for the resins and/or some basic mixes I can start out with?
Edit: Amazon has some high rated casting resin. I'll probably start with that and experimenting with different brands. What about coloring though? Is that just mixing colored resin or is something added?