Self-Publishing

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I love to write all kinds of things and have published a lot of my stuff on my own personal blog as well as on sites such as Associated Content and Bukisa. I have several ideas of books to write and I am leaning towards self-publishing them in traditional paperback format as well as e-Book format to open up the possibility to eventually being available on Amazon's Kindle or the new iPad. Have any of you had experience with self-publishing or e-Book publishing? If so, what are some of the best programs to go through? What advice can you give me?