Philipp Lenssen of Google Blogoscoped recently self-published a book called 55 ways to have fun with Google. He has published a nice post listing his Lessons Learned Self-Publishing With Lulu. Its worth reading from all perspectives. I wonder if traditional publishers would benefit from as honest feedback as this?
A flavour:

1 Yes, self-publishing at Lulu works, but it’s not really all that easy. The result is worth it though.
2 Always go for the most widely distributed software (e.g. Microsoft Word with an English interface… not OpenOffice Writer, not Word in German) – this way, most converters and help files will work with your document.
3 Use a standard Lulu template, but expect months of headaches formatting a book with Word unless you’re a Word expert. Consider yourself glad if you have a Word expert around…