Yeah - if you're asking how things are designed, that's not really the realm of these forums. Things are designed by people designing them. If you can't do it, find someone who can.
You can get programs like GIMP for free, which does most of the stuff Photoshop can do. Tutorials are readily available online for anything you'd want to do. I designed my first logo myself and I have to say it was pretty satisfying to put the work into it. I also commissioned an artist (Stuart Palm, mentalist now living in Hong Kong) to design a monogram for me, which I use on my business card and other items.
As for printing them - David's suggestions above are great for DIY. You can also look into sites like MakePlayingCards to have custom printed cards of pretty much any size - custom images front and back. Coffee cups and such would have to go through sites like VistaPrint or other custom marketing places. For stickers my wife has used RockinMonkey.com and they make pretty good stuff.