There are many manufacturers of keycaps out there, but only a few have focused on the enthusiast community. One of the most popular manufacturers, and one you'll see mentioned a lot is GMK. This German company specializes in high-quality, thick double-shot keycaps. Many manufacturers have tried to emulate GMK, but its sets are still the gold standard for many keyboard lovers.
A double-shot keycap is known as such because it's made in two "shots" of plastic. The first one includes a lattice with the raised legend you want on the cap. Then, another shot covers the lattice and forms the outer surface of the keycap, which is a different color than the text. That text will end up completely flush with the surface of the second shot. If done properly, the two appear to be one piece. You can do double-shot molding in PBT plastic, but most of it (including GMK sets) is done with ABS as it produces sharper legends.
Double-shot keycaps are not unique to GMK, but it's arguable that GMK's quality is the best. Interestingly, GMK hasn't been at this for very long—it only started making these sets in 2011. So how can it make the best double-shot sets? Before GMK was on the scene, famed switch maker Cherry was in the business of making double-shot keycaps. However, it stopped producing the sets and sold all its keycap tooling to GMK. That allowed GMK to pick up where Cherry left off.