If you buy them in MGM, you pay for embroidery...I think also @ DTD.
MK Chapeau shop (to the right when you enter - sort of down the alley next to candy store) has lots of different hats, most of which they'll "hand/free style" embroidery free - with the purchase of the hat.
The person in front of me in line was angry that they wouldn't embroider one she got elsewhere.
The black MM ear version is felt-like now....didn't see any plastic models.
They have the head bands (including bridal) but, you can't get them personalized.
Compared w/the other prices for WDW souveniers, I think the personalized mouse ears are a great deal.