I have used all of the options listed above and all are reasonable.
But recently, having a need to cut out several hundred parts, from materials varying from 0.5mm to 6mm thickness, to make a 1:72 HMS Bellerophon, I purchased a laser cutter. I chose a Creality Falcon2 40watt machine. Admittedly a more expensive option than those listed above, but a quantum leap in quality and speed of cutting. And it does have a learning curve. The ability to make fast clean accurate cuts, either full thickness or partial thickness, for me is a game changer.
BTW, I still use the simpler, older, conventional methods as required.
The Creality machine which I chose will cut up to 16mm thick MDF. And up to 0.25mm brass and stainless steel. The parts in the 3rd photo were cut in about 15 minutes.
Just saying.....
View attachment 587847
View attachment 587848
View attachment 587869