It seems we are forgetting about the most prolific form of self-publishing: 'zines! I publish a 'zine called Jazz Qarterly at a wonderful organization called the Independent Publishing Resource Center (IPRC) in Portland, OR; however, you do not need a publishing center, even, to write a 'zine. Just get a photocopier and a long-arm stapler with your computer (perhaps with drawings, borders and clip art) If you are fortunate enough to live near a big city, you may be able to find distributors ("distros") that you can sell your underground magazines at. You probably won't get a huge profit, especially at first, but you will get the sensation that you are connecting with people. If you do not live near a big city, you can always send your 'zine to Zine World, a magazine devoted to reviewing every 'zine they can get their hands on.
Zine World
PO Box 330156
Murfreesboro, TN 37133-0156
-Nick Kessler