First off, make sure your files are ready for print. They should be at least 300 DPI, and you want to make sure they're sized correctly to whatever size you're printing at. For instance, standard US comic book size is 6.625"x10.25", but printers will offer a variety of sizes; the important thing is ensuring your comic will fit one of the printer's established templates. Also ensure your files are CMYK if you're printing colour.
Printers are all different, so be sure to check their guidelines before planning your comic for print. As for printing services, I use RA Comics Direct because they're fast, good and relatively local. I have heard many recommend Ka-Blam as another good one, though I know that their turnaround times are longer. That's not a big problem if you're planning a print run in advance, and not trying to get comics a week before a convention.
Oh, almost forgot to mention-- some printers will have an quantity minimum. I don't think RA and Ka-Blam do, but it's good to find out in advance. Also, some printers will not print mature content, so check with their guidelines first if your comic contains graphic/questionable content.
Of course, if money is an issue, there's absolutely nothing wrong with printing them yourself or at a local printer! Most printers should offer binding services.
