My local hackerspace has a CNC machine. I can give them my Gerbers and they can print out the PCB. The machine does not plate VIAs. I need to do this after the CNC machine is finished.
What is the best process and materials to use?
The only way to literally plate vias is with a somewhat fussy multi-step electrochemical process (even commercial manufacturers had issues with it not that many years ago) that I doubt you want to get into, and in any case it's too late when the boards come back- you'd have to get them to drill the holes, plate the vias, then give it back to have them mill the spaces betwixt the traces. There's at least one on-line vendor who sells the chemicals and electroplating supplies required for the task, but I think if you were willing to do that, you'd be etching the boards yourself.
That leaves you with at least these three options:
Use component leads as vias (obviously they have to be parts that can be accessed from the component side. This is a real constraint on layout in general- if a component lead cannot be soldered from the top you'll need to either put a thin wire through before it is stuffed (risky) or add another (accessible) via. If all your parts are SMT you need to make sure that the vias are not under parts on either side.
Use rivets (there are small rivets available for this purpose- and users of machines such as LPKF's mill or laser cutters could use them). You'll need to make the via holes and pads of appropriate size for the rivets you can buy.
Use a bit of wire (perhaps a strand from stranded wires) to solder top to bottom on vias. You don't need thick wire for even relatively high currents as the length is so short.
Which, if any, is "best" will vary depending on the type of board (density, type of parts, etc.), your situation, what you are trying to accomplish (such a prototype is relatively far from what you'd get from a commercial board house, so it's not as useful for some purposes as a commercially made prototype would be .. for example, to check things out before you order 100 boards).
One more option : where you want plated vias, email the Gerbers to a company in the UK, North America, or China, and wait ten days. There are some surprisingly low-cost options available.
Assuming only a double-sided board, hand-solder appropriately sized buss wire to each trace, through the via, and then cut the ends off flush with the traces. One caveat: it's easy to lift the traces when they're hot, so be careful.