This company does small runs of vinyl toys. http://www.wheatywheat.com/
Vinyl is tough because it is expensive and the plastic is spun to get the hollow effect. Also the fumes in production can cause cancer. I have talked with a few companies. They all say the best thing is to know how to sculpt. Also if you are not a super well known artist they will not produce your toy. The best thing is to do it yourself, They recommened going in with a few people to get enough money to have it made. I have worked in the toy industry off and on for 10 years. You pretty much have to do it yourself.