"The problem with "going whole hog" as you so colorfully put it, is the expense of printing paper copies. As I said, I get offers from small presses on nearly a daily basis, offering to print my book. The issue is, the amount they charge me per copy is about the price I'd want to sell it to the public for. I suppose I can distribute the paper copies on Amazon, too, but the profit margin in paper is not so good. My concern is how long it may take to sell off the entire run at a break-even price. I want to be a writer, not a distributor."
Sure, if we're talking about vanity presses. However, with POD publishing you can have much cheaper, smaller print runs as needed. Plus if you set up an account with Lightning Source, your cost per book is really cheap. And Lightning Source is affiliated with (or owned by??) Ingram. So there's you're distribution right there.
Becoming your own publisher isn't nearly as complicated, expensive or difficult as it once was. E-books, of course, are much cheaper and easier to distribute than print books. And, like it or not, they are a growing market and will likely become a much bigger part of the book market in our lifetimes (at least, mine :)).
Author, IDENTITY CRISIS
Contributor, CHESAPEAKE CRIMES: THEY HAD IT COMIN'
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