I created a lithophane using my home-made 3D printer. By using BMP2IGES, a freely available program, I converted a grey scale image to a mesh, with white being thinnest and black being thickest. I printed white ABS filament, and experimented with overall thickness to make a clearly visible image with the light from a $2 night light from a dollar store.
I was following the example provided by Joe.
Here is the original image, and the conversion to grey scale. I added blackouts to protect the privacy of my friends.
I first experimented with the lithophane using Blender. I defined an emitting surface, and made the lithophane out of material that partially transmitted light. By rendering the lithophane with the light source behind, I could test the appearance.
Next I printed the actual object with my 3D printer. The first one was too thick, and required a very bright light to see the image. I thinned the print and made it work well. Here is a Blender rendering of the back of the object.
Note that teeth, which are white are thinnest so that more light can come through the object.
Here is the printed object seen from the side of the night light.
The mount is also 3D printed and joined to the lithophane using PVC/ABS glue from Home Depot ($7).
Here is another angle showing the finished product.
Here is a video showing some lithophane examples
You can also upload an image and let Makerbot create a printable lithophane for you at this Thingiverse link
Here is software you can buy to make lithophanes in various shapes