This tutorial is on casting prop coins from polymer, but on a more miniature wargaming theme, I see this as a great way to cast casualty and morale markers.
casting
Making Silicon Molds
At A Year of Frugal Gaming Blog, the author has an illustrated article on his efforts to create a silicon mold to allow him to replicate various architectural parts for terrain making.
Casting Bunkers In Plaster
Terragenesis has a nice article on casting bunkers in plaster from chocolate boxes.
Casting Toy Soldiers In Pewter
The Toy Soldiers Forever blog has a video on proper techniques for casting your own toy soldiers from pewter. He also suggests some cheap sources of the metal.