You can self-publish through different avenues. Firstly you can go to Amazon and register your book(s) with Kindle on the KDP route. Currently they've got a Kindle promotion going on, called Matchbook, where you can register your book at half-price to 'clean up' on royalties. I've got three books on Kindle, entered there after publishing in 'solid' paperback form through New Generation Publishing, a London-based self-publishing company through whom I shall re-publish my first book because the organisation I went through over-priced it,
www.newgeneration-publishing.com/ or e-mail them at: firstname.lastname@example.org
You can't lose. People may be buying Kindle by the crateful, but there are still many who physically like to turn pages. I also think a signed book or bookmark is welcome by those who treasure that sort of thing. I've autographed quite a few of my books, and given my three offspring a signed copy each for their assistance with my laptop.
Form an orderly queue please!