Reproduction
Various reproduction methods for the Transformers species have been demonstrated across various continuities.
Mechanical construction
Sometimes new transformers are simply built from scratch and that's all it takes. A suitable transformer body is constructed and when finished and turned on it just springs to life. Two notable examples of this type of reproduction appear in the Generation 1 cartoon when Wheeljack and co. created the Dinobots, and later when the temporarily super-intelligent Grimlock created the Technobots.
The Dinobots were initially very simple mentally, and were ordered to be deactivated because they were too dangerous. Wheeljack then developed a set of crown-like devices to place on the Dinobots which greatly enhanced their intellect, although they were still "dumb" and child-like compared to the other Autobots. The Technobots, on the other hand, were immediately fully-functional and some of them were even smarter than average Transformers. If one were to take these facts as canonically meaningful (rather than simply the whims of the writers of those episodes), it could be guessed that programming a functional Transformer brain from scratch is extremely difficult, such that even Wheeljack was not up to the job. Temporarily super-genius Grimlock may have been the only one capable.
At least on the surface, this "built from scratch" approach runs counter to claims in other episodes of the show that Vector Sigma is needed to create new Transformer life. (See below.) However, since Vector Sigma is presented as being a supercomputer, and not a "magical" device like the comics' Creation Matrix, it could fall into line with the speculative statements above regarding Grimlock and Wheeljack. Perhaps Vector Sigma is simply an advanced enough computer that it is capable of constructing a working mind.
Infusion
In other stories, once a new Transformer body has been built it must still be infused with life (what the Beast era would likely gloss as a spark) from a powerful "god-like" outside source. In the Generation 1 cartoon this was Vector Sigma; in the Marvel comics it was the Creation Matrix which housed the essence of Primus, the Transformers' creator-god; in the Beast Era cartoons, sparks arrived from the Allspark, perhaps through Vector Sigma. In the Marvel comic and Beast Era cartoons, each Transformers' life-force was a fragment of Primus' own.
Resurrection
Though not quite the same as reproduction, a copy of the mind or essence of a previously living Transformer may be introduced into a new body and through some vague process return that Transformer to life. This occurred when Starscream created the Combaticons in the G1 cartoon, and in the comic when Prime used copies of the minds of existing Cybertronians to create the second series Autobot cars on Earth. Another example from the comic occurs when Optimus Prime himself is returned to life merely by inputting a human's floppy disk copy of his mind into a new body.
This is included as a means of reproduction because it seems likely from the dialogue that the Autobot cars created via copied minds by Prime on Earth still existed on Cybertron when he left, meaning that if they survived, two of each of these individuals now existed.
Budding

The Transformers: Generation 2 comic introduced the concept of asexual "budding." Bubbles and lesions of apparently liquid metal formed on a robot's chest accompanied by energy discharge, the process grew more intense until the point where a large mass of liquid-metal burst free from the chest and slowly formed, first into a protoform-like blank figure, and then solidified into a full Transformer. Illustrations suggest that this was something of a communal event, with others surrounding the budding robot in a circle.
It was revealed that (in the Marvel continuity at least) early Transformers reproduced this way until they reached the population level Primus desired. At this turning point, the practice stopped and all memory of it was erased. When the Cybertronian Empire (possibly under influence of the Leige Maximo) rediscovered and revived the process sometime during the 4 million years after the Ark's loss, the successive generations of robots produced were increasingly less sentient and emotional (as Primus's lifeforce was apparently spred thinner and thinner between them) and the lifeform called The Swarm was created as a byproduct.
Sexual reproduction ???
Despite most continuities having male and female genders (gender being a mental and social classification as opposed to "sexes", a physical distinction) and a definite strong history of romance between these genders, there is little canonical evidence for Transformers reproducing sexually. (Though admittedly there isn't a lot of direct evidence for humans reproducing sexually in most Transformers media, which is, after all, aimed towards kids.) In the Generation 1 cartoon the male-female romance could perhaps be explained as an artifact of Quintesson mental programming very closely echoing the organic life forms the Transformers were built to serve.
The best case for sexual reproduction could probably be made from Beast Wars, where Rattrap makes numerous off-color remarks throughout the series, especially directed at Silverbolt and Blackarachnia. These comments strongly hint at something sex-like among Transformers, though it could of course be merely recreational rather than reproductive.
It is unknown what effect the Beast Machines reformatting of Transformers into technorganic beings that are equal part organic life and mechanical to a cellular level has on their reproductive options.
Familial relationships
One confusing aspect of this apparent lack of sexual reproduction is the canonical use of genealogical terminology to describe certain relationships. The most common of these is when two transformers regard each other as "brothers" (e.g. G1 Sideswipe and Sunstreaker, or RID's Optimus Prime and Ultra Magnus). However, the "Beast Era" widened the issue of reproduction with Rattrap referring to his "great-aunt" Arcee and in general the practice of Maximals and Predacons referring to the Autobots and Decepticons as their respective "ancestors", as well as themselves as being their "descendents", implying a direct genetic (for want of a better term) lineage. Various sources of debatable canonicity suggest that Optimus Primal is specifically descended from Optimus Prime, usually through the phrase "his ancestor Optimus Prime". In the absence of sexual reproduction, the use and meaning of these genealogical references is difficult to explain.

