Let me tell you how I did it and also give you some links to help you on your way.
There are multiple sites upon which to publish these days: Amazon, Barnes & Noble, Smashwords, to name only three.
So far I have published on Amazon only and I'll tell you why further down the page.
Amazon has a publishing arm called CreateSpace and it's terrific. It enables you to publish hard copies of your books in paperback and then sell them on Amazon. Click on the link and take a look at their welcome page and then come back here.
You've had a look? Good. Lots to take in, isn't there, but don't get scared. Click on the Start a title for free button and you will be prompted to sign up. It's as simple as filling in a few boxes and once you're a member you will be prompted every step of the way until you have your book in print! It's daunting, I know, but you get better at it as you become familiar with what's involved.
CreateSpace will then upload the book details to Amazon for you so it is available for sale. CreateSpace operates a Print on Demand process for printing copies of books. What that means is that when someone buys a book they print one copy. Saves having a warehouse full of books sitting around.
It's also as straightforward to upload your eBooks to Amazon. Here's the link to Amazon's Kindle Direct Publishing page. Click on the 70% royalty program button and this will take you to the Pricing Page. Down the left hand side you'll see a list of help topics. Browse through them, you'll see they offer detailed instructions for converting your paperback to an eBook and how to upload it to their site.
CreateSpace also offer an eBook conversion service but I wouldn't recommend you take this route. If you're considering it and want to know more you're welcome to email me via my Contact me page.
What most indie authors recommend is converting your own books. It can seem daunting, that's why I contracted CreateSpace to do mine, but I've since done it myself and it's a straightforward process. Although I haven't used it myself I have heard good reports about the Smashwords style guide which tells you how to convert for multiple platforms including Kindle, Nook etc.
Now let me point you in the direction of two chaps who could be of invaluable help. I've certainly found them to be so.
Jason Matthews has published three guides to help authors know what to do once they've written their masterpiece. If Amazon's conversion instructions are a bit beyond you, Jason's won't be. The titles I think are self-explanatory:
How to make, market and sell Ebooks all for free
How to make your own free website: and your free blog too
Get on Google front page
Here's the link to Jason's website: How to make, market and sell eBooks-all for free
Jeff Bennington's guide on promoting and marketing your books and yourself is also crammed with information that you will need to know. The title of his guide is The indie author's guide to the universe and this is the link to his blog The Writing Bomb.
Another really useful thing I recommend is to watch the Indie Authors weekly video shows on Hangout Networks.The show is hosted by Jason Matthews. Each week, along with a regular panel of guest authors they discuss a particular topic, for instance formatting paperbacks and eBooks, making book covers, marketing and promotion and whether indie authors should invest in professional editing.
As I find other useful sites and guides I'll add them to this list.
Now I said earlier that I'd tell you why I have limited my published works to Amazon for now. Amazon has a program called KDP Select. It's a lending library for its US Prime members. Authors can opt their books in to the program if they undertake to publish exclusively with Amazon for a set period which so far has been in three month blocks. It began in December 2011. Authors are paid a consideration (or royalty if you like) per loan. Amazon has a finite sum it puts towards this each month and to date the payment to authors per loan has been around the $1.60 mark.
At the beginning it can all be so daunting. I know, I've been there. But if you take it one step at a time before you know it - although that will probably be several months down the track - you'll wake up one day, look at all you've accomplished and realise you've come one hell of a way.
Now hop to it.