I've managed to self publish two books of stories - pretty simple process all-in-all and cheap.
There a four or five main concerns to self publishing:
1) Develop your content. Seems obvious, but often forgotten. When I first started down the trail with my first book, I hadn't fully completed this step. So I was three quarters of the way through and realized I needed one more story transcribed to fill up the pages. Not earth shattering, as say, climbing down into a cave and realizing three quarters of the way down the rope wasn't long enough. But a problem, nonetheless. Get all your content on paper, spell checked, laid out, and organized. This applies to artwork and titles aw well.
2) Locate a reputable online publisher. I use LuLu - they work for me. There are probably no less than a 1000 online publishers. Most are fairly similar - build your book, move it to their website, choose a layout, save your project. Then - each time someone orders a copy of your book - you get a cut of the fees; and the publisher gets a cut of the fees. Pretty similar site to site. Variety exists in ease of use of their tools, prices setting abilities, widget they supply (e.g. ISBN bar coding, custom cover design), and their distribution and payment methods.
3) Pay strict attention to the content and layout guidelines of your publisher. There are choices to be made - the size of pages, the type of binding, the cover design, etc. Follow their directions implicitly and if you are confused DO NOT HESITATE to call or chat or email - talk to them! They know they're site and its features/functions.
4) Review you design after you've formatted it to match the sites standards. Review, review, review, review. Did I mention you'll want to review your product? The site I use will even produce a copy to send to you before "publishing" to the world. Take advantage of that ability. I found three or four simple errors after actually having the manuscript in my hand. Share that copy with a trusted friend or colleague for review.
5) Submit for publication and watch the money roll in! LOL - not really. But that's essentially what you do. Once the book is available to be purchased - grab the internet link and start to publicize - put in on your Facebook; put in on your website; put it on your promotional materials; send it to your mama!
I'll be expanding some of these items in more detail - check back or send me a comment or question if I can help you.