I have nothing but good things to say about Lulu.com.
I decided to self-publish after investigating going the traditional route, and so far its been great. Lulu.com is an online publishing tool - no handholding, no bells and whistles, and no BS. You can use their paid services, but if you choose you can do everything from proofreading to cover design without dealing with (or even talking to) an actual person.
The process can be really cheap. I've spent less than $500 in the creation of my book, with most of the money spent on interim copies of my book purchased during development. It was easier to order a copy of the book in process (for proofreaders, layout visualization, and such) than print one out of a printer. I wound up ordering 12 copies over 7 revisions. Having a hard copy of the work in progress really helps.
You literally don't have to spend a penny to get value-added service. For example, as part of the service they convert your word document to a PDF for the printer, and you can just copy the file and never go any further. You can even go through the entire process and create the complete book, cover and all, and just make it available for others to buy without ever having to pay a penny yourself.
Obtaining the ISBN is the most expensive part of it, and the full treatment (their "ISBN Plus") costs less than $150. That allows you to sell through online retailers like Amazon and B&N. A basic ISBN (no catalog listing)is about $30.
The thing I like the most is that there is no "package deal". Many other self-publishing services still require you to purchase a minimum number of books, and with Lulu you only buy what you want, true one-off print-on-demand. The only drawback is the lack of pocket-sized paperbacks (6 x 9 trade size is the smallest) and no single-copy hardcover orders. (You do have to buy a minimum if you want it in hard cover.)
I would recommend Lulu.com to anyone wanting to self-publish.
My book is available at http://www.lulu.com/cyberchild.
Update 12 June 2005: Today I saw my book, cover image, description, and all, on Amazon.com. I even ordered a copy for the hell of it, and to check the quality (all ok).
My adventure in publishing started at the beginning of the year with a manuscript and today I hold my book in my hands. It is up on Amazon indistinguishable from a submission by a "traditional" publisher. Its success or failure is entirely up to me.
I had no idea I could publish so rapidly and for so little money (less than $200).