When I was in New York at the Romance Writers of America conference, I attended a workshop that author Maya Banks spoke at. In a follow-up interview, Jane at Dear Author interviewed Maya about her self-publishing, e-publishing, and print publishing experiences. Maya offers an upfront evaluation of her career as she sees it in the interview and in the comments section following.
Author Debra Holland, another RWA friend, decided to self-publish two of her romance novels. They were already written, edited, everything, just hadn't found a print publishing home. (That's what I'm going to do, by the way, self-publish a book that “almost” sold a few years ago.) Debra posted a blog with her current sales and revenue numbers so that authors who are thinking of self-publishing have some additional information to help make their own decisions.
If you're interested in self-publishing an e-book, I'll continue to post more information here as I find it.