The three best options for self-publishing are Lightning Source, Lulu, and CreateSpace (if you're looking at actual print, that is). All have their perks, all have their drawbacks.
Lulu was the most familiar to me. Once again, I already have an account with them for selling my games. However, the games aren't selling, so it's not like there's all that much going on to worry about. I had some problems with Lulu, such as changing my cover art for downloadable content. The fact that they can do hardcovers and downloads (read that: ebooks) also is nice. In a way, Lulu has a lot in common with Ka-blam, which publishes my comics.
Well, not exactly. Ka-blam does great stuff. If you have a question, there isn't a help number, but you can contact them through their message system. The longest I have gone without an answer is a day. Lulu only has a chat feature of sorts, and it's only on from 10AM to 600PM Eastern. That's when I work. I'd never get anybody. Even when you do, response time appears to be slow. Sort of like Ka-blam, Lulu's best feature is printing up your stuff and shipping it to you to sell. However, Ka-blam puts extra effort. They have a store front and a distribution channel for actual comic shops. Lulu has their storefront, sure. But getting into other streams like Amazon is hit and miss. There have also been complaints about either Lulu continuing to publish stuff after the author asks to have it taken down or not sending out the royalty checks. Rates for POD are the highest of the big names, about 50% than what you would pay to CreateSpace or Lightning Source. All told? If you have written something just to say you did it, Lulu is just fine. But if you have any bigger asperations than that and the talent and/or means to pull it through, they are simply not up to it. They print, that's all.
Here's what you need to know -- Richard Dean of Dark League Press started with Lulu, but shifted to CreateSpace and refuses to go back. Likewise, I remember, when Diamond started its extermination program for small publishers, Colleen Doran (A Distant Soil) decided to go Lulu. Looking at her site now, she's on Amazon, no mention of Lulu. There you go, from people who are trying to build something.
CreateSpace? They bring a LOT to the table. I'm not going to bother with the basic option because it is bullshit. If you pay $39 for the Pro option for your project, you get a seriously discounted rate on the printing of your book to take to conventions and sell or send to reviewers or whatever. If you want to give this a shot, the Pro option pays for itself in no time. CreateSpace, because they are owned by Amazon, has a presence there, and everybody and their brother has an Amazon account. In other words, it may not be a completely encompassing market, but it is quite sizable and gives you an excellent chance to make a run for things. The ProPlan automatically gets you ready to enter the expanded distribution channel later if you so desire. The risk aversion is great.
The only drawbacks are they only do softcovers and their ebooks are through the proprietary Kindle format. I'm already looking at alternatives (Smashwords explicitly states they refuse DRM'ed books, so they get the edge already). But that's hardly a reason to say no since it can simply be not done.
Lightning Source offers access to Amazon, B&N, Target, and more right out of the gate (they are owned by Ingram's, a major distributor), and they do hardcovers. There are only two problems with them. First, you do have to pay something up front. Not much. You have to pay for the ISBN and such. Ballpark figure? $200. Doable. The other problem is, like Ka-blam, you are setting everything up yourself. Ka-blam, however, has pretty simple standards for their books (they seem to be acutely aware that not everyone runs Winblows). I was able to get the format limitations down in just a few minutes. Lightning Source has some really odd limitations. Don't have M$ Orafice to do your writing? You're in trouble. The PDF files are very specific. To do this, I would not only need a machine with Orafice, but also Acrobat Pro. Also, an image editor for the cover that handles CMYK. The GiMP doesn't do that natively, and I haven't figured out how to add it yet (Ka-blam is RGB), so I would also need Photoshop. That's not an inconsiderable expense. Now, for all I know, I could have similar problems with CreateSpace and I just haven't dug deep enough yet to run into them. But the reason Lightning Source is so cheap is you are doing the dirty work for them. And in their case, it's a LOT.
So, as I write this, CreateSpace is looking like the winner. It would be nice to have the books ready for my next round of convention appearances so I can hawk them. Right now, the seven stories are proofed. All I have to do is format them to the correct size and work on the cover. I'm waiting on (hopefully) a white quill feather pen. The cover is going to be a shot of Hannah Singer's table, with the quill pen, an ink well, some rolls of parchment, and a cup of jasmine tea. I think it sums up her character perfectly. The quill pen took some searching because it had to be white -- I specifically wanted something that suggested an angel feather. My teacher offered to send me her's, but it's brown plumage with markings. Not quite what I'm looking for.
So, for those of you looking to self-publish, just like with any writing project, think about what your goals are. If you just want to say, "I IZ PUBLISHED," Lulu is fine. But if you have any higher asperations than that, CreateSpace or Lightning Source. You'll save yourself a lot of headaches in the long run.