The answer to this question will depend allot on what geographic area you live in and what manufacturer you're talking about. After spending quite a bit of time researching this very question I've found that there are quite allot of sources for OEM level service information if you own a North American model vehicle. If you live outside North America, it's much more hit and miss. I'm not sure why that is, but it may have something to do with copyright or licensing laws in the USA vs. the rest of the world.
First off, you've got the possibility of purchasing physical OEM second hand shop manual sets ( mechanical, engine, gear, wiring, etc. ) in good condition ( sometimes even new in the plastic ) for anywhere from maybe $100 to a few hundred dollars. This usually involves ebay or amazon.
But in many cases the on-line third party sources used by professional mechanics are both superior to the OEM service manuals, and have DIY subscription options. Just to list the ones I am aware of:
Do it Yourself Automobile Repair Manuals - Mitchell 1 DIY
Direct-Hit Repair Data Coverage | Identifix
Online Repair Manuals — Car Forums at Edmunds.com - Lists resources for a few other manufactures not listed here.
DIY Auto Repair Manuals, Service Manuals Online - ChiltonDIY
OnDemand5.com: online auto repair, estimating, and service information
TSB's & Wiring Diagrams
Mazda North America offers their Tech Info site for a $20 USD monthly fee which gives you access to their service manuals and allot of other tech info.
Toyota has a similar service which another poster mentioned and Paulster already mentioned HelmInc for a variety of other manufactures' data.
Hyundai and Kia both make all dealer service manuals available free of charge:
I think that covers all their models world wide, but I haven't actually checked into that.
Outside North America things are quite a bit more sketchy. I've found it generally difficult to find OEM service manuals for non-North American models even second hand on ebay. The best I've found till now has been an European version of AllData, however it's only available to professional mechanics in continental Europe AFAIK, and I've found a European version of Mazda Tech Info which provides hourly subscriptions and is technically only open only to professionals, but I doubt they check that thoroughly.