Please note that we can't specifically endorse these products nor have we actually tried using them ourselves to produce milling data. We'd be interested to hear how you get on!
Several members are milling their own PCBs using software to generate G-code. I much prefer the standard photo-etch process, it's a lot quicker than milling and I can get down to 5 mil tracks using a cheap HP inkjet printer to produce the artwork.
I have wanted to do exactly what you suggest for one off prototypes in house. What we end up doing is taking our gerbers from Easy-PC and then import them into Eagle (<-competitor software) and create the g-code that way. Its a shame that Easy-PC does not do this directly and they seem to have no interest in providing this option.
Here is a great link to show you how it can be done with the help of Eagle ULP scripts once you create the gerbers from Easy-PC.
ps-this post is not at all meant to bash Easy-PC because I really love the software however perhaps this illustrates the need to keep up with other software on the market.
I appreciate the sentiment, we do recognise the need for this feature but in fact we have been asked for it so few times that it hasn't raised itself sufficiently far up the list of all the good stuff people have asked us to include.
I see that the Eagle output is in fact driven by a ULP script so it isn't actually part of the Eagle product but written by a user. Then again, at least Eagle has scripting ability which Easy-PC doesn't (yet) so there was scope for doing it in the first place. That again is something we've been asked to include, so we have plenty to keep us busy!