I've self-published four of my books so far, though I prefer to use the term indie publishing.

It's quite an adventure, and by the time you've been doing it for a few years, it's amazing what you learn.
For all of my books, I've used Create Space, and I love it. I personally wouldn't go with anyone else. I've had a few issues (defective covers here and there, etc.), but nothing major, and they've been good about fixing any of their mistakes. I've heard some bad things coming from Lulu, but a lot of people use both since Lulu offers hardcover books. So far, I think Create Space is definitely the best as far as price goes. And a huge advantage is CS is owned by Amazon so your books are listed there in a matter of days after you hit "publish."
As for somewhere like Holy Fire Publishing, the problem with companies like that are you have to set your book price pretty high to make a profit, and the author copies are expensive compared to CS (I used their royalty calculator and one of my books would cost me about $9 from HFP and I can get it for $5 from CS). So that's something to consider.
Also, besides doing paperbacks, I highly recommend doing an ebook version of your book. I have mine uploaded to both Kindle and Smashwords, and that's where almost all the sales are. Ebooks are extremely popular right now, and it's so easy and completely free to do.
If you or anyone has any specific questions, feel free to ask away. You can PM or email me too. I'm always happy to help any new indies since I'm hugely in favor of it.
