I read that a large number of writers began by self publishing, including Mark Twain. Ben Franklin was a printer who began publishing his own works, including his publication and Poor Richard's Almanac.
I actually did read a number of works by a number of writers which I concidered to be pure trash. William Goldman was probibly the worst writer I read, though his books did make pretty good movies. If you go see some of the books on the best seller list you will find that there is a lot of trash out there. Even a lot of classics are really poor.
Incidently, I read Herman Melville's Moby Dick from cover to cover and I liked it a lot. But I will say this much, if Melville would try to get his work published today no agent would dare touch it.
I could only imagine:
Melville: "You wanted to see me?"
Agent: "Yes Mr Melville, or should I call you Herman?"
Melville: "Herman is just fine."
Agent: "So let me get this straight. You are writing about a whale, right?"
Melville: "Not exactly. Its about the history and true spirit of America projected through a group of sailors, led by a madman. The man's obsession is to go on a mission of revenge. The narrative uses the Pequot is a metaphor for america and its people's. I will present people from all nations who came to the ship, including a native of the south seas, europeans, gentlemen officers and all who are gathered on this boat on a doomed mission."
Agent: "Yes, sounds like a good story. But you see we have a few problems."
Melville: "Such as?"
Agent: "Why no women on the boat? No sex either. Maybe describe landing on an island surrounded by sexy polynesian women. How about some violence? Jeez, whats up with that boat thing. Are they all a bunch of homos?"
Melville: "But Sir, its about the sea and life at sea. I have to make it realistic."
Agent: "Look kid, I've been in business for years and I know what sells. Reality does NOT sell! Do you think anyone would want to read this shit? And say, whats with all these footnotes and side plots? You talk about how ships are manufactured and the anatomy of whales? Who the hell cares?"
long pause...
"I'll tell you what Mr. Melville you go back home and write me a REAL story: One with car crashes, sex, drugs and all that and maybe THEN we can talk."

If you do decide to self publish than you might consider this article:
http://www.ehow.com/how_107987_self-publish-book.html
This is just one of literally hundreds of places. You could try googling "How to self publish."
I also priced out some print on demand services and IMHO Lulu (
http://www.lulu.com/) has the best deal. You do not pay anything unless you want to buy copies of your own work to distribute. Its pretty reasonably priced.
There are other services as well but its probibly best to check them out first.