Ok, so I finally got around to leveling my Engineering to 450. I didn't realize this until I started planning my shopping list for the final push, but Engineers are forced to go all the way to the cap in order to unlock the two epic gun recipes. This is kinda crappy of Blizzard, especially for a profession that's so economically challenged to begin with. I went ahead and made that my target since I know there are folks who'll be pushing for that, not just the epic helm recipes at 440.
Another downside for me is that my Gnomish engineering bonus throws off all my skill range assessments for all the recipes. So in this situation, I'm forced to rely on WoWHead's information when it comes to recipes changing in difficulty. I was able to go all the way to 450 with Gnomish Army Knives still yellow, most of you will not enjoy the same benefit. I'll also be able to get additional skill points for making epic guns while the rest of you are capped. Not that this actually does me any good, but if Engineers ever get any new combat pets then perhaps this boost will be of use to me.
So right off the bat you should be making Overcharged Capacitors folks. For those who are unaware, they're required for a quest in Borean Tundra, therefore they represent an opportunity for income! I can't promise you'll be able to make crazy bank or anything, but you should be able to at least break even on the cost of materials. Since this is rarely an option in Engineering, you may as well take advantage when you can. Before you can make capacitors you'll probably need some parts, they are green to you so you may get a point or two. Otherwise you'll be going up to 385 with capacitors. After that you'll probably have to make a few decoys, save the personal buffs for later.
Once you get to 490 you can make Froststeel Tubes and Diamond Scopes. I know the scopes seem like a great idea right about now, and that's part of the problem. They seem like a great idea to everyone and as a result they are completely oversaturating most markets. If you do some nosing around on your server and you can make money on them, go for it. But don't just blindly start crafting, check it out first. Otherwise you'll have to sell them at a loss. Instead I made froststeel tubes, the mats aren't too bad since you can farm your own crystal water with your mote extractor. You'll be saving these tubes for later use in the Sun Scopes, a much more reliable income source.
You'll need to get yourself all the way to 405 on these two recipes, so if you must make Diamond Scopes, save it for after 400 when the tube turns green. Also, if there are any of the nifty self-buffs you want to try, hold off on those until 400 as well. Try to get as much mileage as you can from the tubes, then between scopes and buffs you'll hit 405.
At 405 you'll be able to make the Box O' Bombs, and that's pretty much the best choice here. Then at 410 you'll learn the Ultrasafe Bullet Machine, which you can sell so I'd go with that. At 415 you can make the Saronite Arrows, another nice consumable that I recommend. You will also be able to make both types of injectors, but I see those selling for seriously cheap prices and I'd stay away from them. Hunters actually value their ammo and will spend good money for it, so my personal preference is to focus on items that other players need to improve their character. Injectors are a convenience, therefore the market will be more volatile.
Once you reach 425 your options get more difficult, as they do with other professions. If you happen to be a Goblin engineer, you can learn how to make the Global Thermal Sapper Charge. While it's only good for about 5 points, it has super cheap components compared to the other options available. For those who didn't choose the Goblin specialization, you'll probably have to make Sun Scopes. Since they are a consumable item, you should be able to sell them. I don't tend to see gluts of these on my server and I've been able to charge reasonable prices for mine.
At 430 you will probably switch to Heartseeker Scopes, and then at 435 you can start making Gnomish Army Knives. You could keep making heart scopes at this point, it doesn't go green on you until 445, so you can actually get some good mileage out of it. The sales value of the knives is not great, so if you prefer to stay with the heart scopes you certainly can do that.
Between these last two recipes you have to push to 450, even though they all turn green at 445. So the last five points are going to be rough no matter what. The only helpful suggestion I have is that you should hold off on making your epic helm until 445. I know you'll unlock it at 440 and you'll be excited to make it. But if you save it for 445, you'll eat up at least one of the difficult points in the final stretch to 450. If you plan to make more than one helm (as I do for my warrior: tanking and dps) that's even better. So if you can bear to hold off on making that helm, I encourage you to save it for the last few points if you can.