There are many different services and you need to decide which is best for you
Cafepress - a basic service which might suit some.
+Lulu - offers a range of options including different bindings and colour or B&W pages.
-Lulu - offers a range of options including diffrent bindings and colour or B&W pages.
Comic Xpress - specifically aimed at producing comics
NB: Our linking to the above sites isn't an endorsement; you should always shop around and find people wih recent experiences with these services. Also keep an eye out for setup fees, minimum runs, copyright, etc. Some elements of the vanity publishing industry have moved online, giving rise to scams and con men that could trick the unwary customer.