Sudhian Media has a nice article on how a CPU is made. Following the weeks required for the initial wafer to be turned into layers and layers of metal, silicon and other materials, it's time to see what developed. The wafer itself is tested for electrical properties, to see if any errors were made, and if possible what step they occurred at. Following that step, each die on the wafer is tested individually to see if they meet initial specifications. This is quite fascinating, at least to me. I know your inner geek wants to know.
I entered a gamezville competition to go to the Swindown Intel plant here in the UK. Didn't win though. Really wanted to go but some dude called Ian won it.