I've just finished my hand-bound, self-published book, after many arduous days and hours. I wrote an essay of appx. 14,000 words over the summer and wanted to print it into book form for the novelty factor. For the page formatting and printing, I used this tutorial: http://forum.threadbanger.com/showthread.php?t=7140
The tutorial was immensely helpful, indispensable even, but the text formatting still took me much longer than the rest of the project (except for the research and writing of course). I was going to make a hardback cover out of illustration board covered with fake leather, but hunting down the materials was too much of a pain in my small town. I ended up buying an A6 notebook, cutting out the paper, painting the cover, and binding my pages inside of it. I used acrylic paint for the cover, which I don't recommend because it has a tacky feel to it even though it has dried completely. Next time I will try covering a similar A6 notebook with paper or thin fabric.
Sample chapter heading:
Thanks for looking! There are more pictures on my blog post: http://samanpka.blogspot.com/2009/10/i-wrote-book.html