Added 5/15/12 - Let's Get Digital: How to Self-Publish, and Why You Should (David Gaughran's blog; he always has the best posts!).
Added 5/16/12 - Book Marketing Tips From Amazon’s Bestselling Self-Published Ebooks Of 2011
I highly suggest you read Joe Konrath's blog - that is where I started, and where I attained much of my information early on. He is the reason I took the leap into self-publishing, and I will be forever grateful. Chances are, if you're reading this blog, you've already checked him out, but if not, what are you waiting for?????
He has several posts in particular that I recommend reading, especially if you are still on the fence about publishing your work on your own.
You Should Self Publish
Interview With Karen McQuestion
The Numbers Game
Another great resource is The Writer's Guide to ePublishing
Tons of links as well as regular posts by authors relating their own experiences self-publishing eBooks.
Suspense Your Disbelief
Author, Jenny Milchman, posts "Made it Moments" from other authors, detailing their own journeys and wins in publishing.
Kindle Author, John Locke, has written a how-to book - the title says it all!