For my wedding invitations, I found some very nice stationery at a local art supply store, and we printed the invitations and reply cards ourselves using a laser printer. They came out very nicely, and we were able to have the layout, graphics, and wording we wanted (we used a slightly non-traditional wording).
-- Edit: I did the same thing for my wedding programs - I found some nice paper, designed what we wanted, printed them up on the laser printer, folded and stapled them. Making programs and stuffing envelopes is labor-intensive, but sometimes it's good to sit down and do something mindless for a while to take your mind off the wedding stress
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If you use reply cards, assign a number to each guest or couple, and write that number in the corner of the reply card. You would be amazed how many cards we got back where the people RSVP'ing forgot to fill in their names! When we got reply cards without names, we just matched up the numbers, so we knew who was coming.