There are many print-on-demand (POD) services that allow you to upload files and have them made into a book. Unless you have a budget over a thousand dollars for printing costs, POD is probably your best option. If you do have a large budget, you can get a local book printer to give you the best deal, probably even giving you hardcover books for less than a softcover from a POD website.
The better option for most of us is small lots printed on demand. Not necessarily one-offs, but small batches. I use CreateSpace for all my printing, partly because their relationship with Amazon makes adding my books for sale on Amazon easier and partly because I don’t feel like researching more options.
The printing process consists essentially of uploading two files, your cover and the interior, at printable resolutions (at least 150 DPI; 300 is better) and doing a little setup. Then, order a proof. It’s important that the fonts you use in your interior can be embedded in a PDF. The best way to know for sure is to have tested a long time ago, not now that your book is already formatted.
When the proof copy arrives, go through it thoroughly and mark all the mistakes you missed in the digital copies. Yes, you will.
Fix. Upload. Order proof.
Lather. Rinse. Repeat.
This is the part where you wonder why you bothered. Not during the writing, but now, at the end, when you’re so close, is when you’ll want to shortcut, skip ahead, and just do it.
Once you have a proof where neither you nor your trusted associates can find something wrong (wrong means mistake, not “something I’d like to change now, at the last moment”), you approve the proof, and order as many copies as you can pay for with the funds from your pre-orders.
Oh, did I forget to talk about pre-orders? That must be in the marketing section, which we missed completely. But first, a word about ISBNs.