Here is an interesting U-Tube video showing the process to make aluminum heat sinks. Just squeeze out a big slug of semi-molten aluminum through a die, cut the rail into appropriate lengths, machine the pieces, black anodize, and you have a truck load of heatsinks.
Tantum Tech HD Incredible aluminum extrusion process
The only catch is that you must pay for all the pieces made from one slug of aluminum up front (in our case, about 500 of them) plus the tooling cost to make the die.
Frank