Makerbot can print from HDPE (milk jugs), unfortunately, they have to be ground up and extruded in to 3mm strand first, and I hear it is still a pain.
HDPE can be purchased in filament at
HDPE (5lbs) - Plastic - MakerBot Industries
However, I'm looking at 100lbs of black ABS right now, so it is my material of choice.