M.6.
I would check with a local shop - like others have said. The school may even know of a place that other sports are using for embroidery and screen printing and have the design of the school mascot (which sometimes has to be approved by the school and only released to certain places). We found it cheapest to also order the uniforms themselves from the embroidery place since they got a discount that we didn't get just ordering ourselves. Not only did we support our local business doing this, we saved alot of money on uniforms :)
Make sure that if you use an outside vendor for the embroidery (i.e., online or not in town), that you get both the lettering and any designs approved by the school first (usually you show it to the athletic director, but each school is different). Our school requires approval of ALL apparel worn to sporting events by any teams or clubs and only releases our "true" mascot print to local places in order to support local business.
Good luck - saving money is important to parents! Especially those of us who have multiple kids in multiple sports. My now two 20 yr olds played 3 sports a year, each year, for 6 years! Man I have ALOT of money invested in sports apparel now gathering dust upstairs . . .
ETA: for our cheer uniforms, we didn't put names on them and because of that they got turned in at the end of the year and reused the next year - the school defrayed the cost for this because they could be reused. The girls ordered windbreakers with their names on the back to keep (and wear on outdoor cold game days) and paid for them themselves. The girls were also required to order a certain pair of shoes - and then they kept them as well.