There really needs to be an online tutorial of how and where to print your comic.

This thread talked a little about how to print: http://www.drunkduck.com/community/view_topic.php?tid=21872&cid=238

I want to know my opitions: What different ways to print a comic exist out there?

All I know so far is Lulu.com

There is also the possiblity to self print.

I could print two pages of comics per side of the paper and compile it and staple it in the folded middle. The only this is I can only print chapters of around 20 pages each.

There is also Japanese and glue book binding methods.

Then there is always pricing. What's the cheapest way to go?

Besides Lulu there are

SIPS Comics (formerly Udo Comics) http://udoprinting.com/

Comic Xpress http://www.comixpress.com/

Dream Weaver http://www.egoworks.com/dreamweaverpress/

Haven't compared any prices though.