A new-ish alternative for we really small-timers is Print On Demand CDs, via places like Lulu and Cafe Press. They burn, print, package and send 'em out as the orders come in. Naturally, the prices need to be a bit higher and they are CDRs; on the other hand, there's no setup fee. Since I sell teeshirts and such through Cafe Press already, I may just give it a try.