take a look at something like
this for ballpark figures. musician-friends have used them in the past. we've also had local companies do runs of 1000 to save a few bucks but the final products are sometimes less than stellar (mainly issues with sub-standard artwork/printing/etc). a couple years back we looked into buying duplicators and printers ourselves (i was doing cover art, etc) and it just wasn't cost effective. we would have had to look at duplicating and printing for others to make it worth while and we weren't looking for extra work/2nd jobs/etc when you consider overhead and everything that comes with opening up shop (even on the minimalist/garage-based, part-time basis we were considering).
the "pressing" mentioned, i believe, is
replication (vs duplication) and generally for serious bulk amounts.
digital distrubtion is the way to go... ask itunes, etc, about that.

but, if you do decide to run hard copy, look at getting 100 digipak cd/dvd's with single color on-disc printing for what i consider the most bang for the buck. ie, professional look vs cost. also consider single color on-disc printing in full color jackets for a budget-but-looks good alternative.
and, start small. please don't get 1000 pieces if you don't already have stores lined up to stock most of them
hope this helps.
add: if you have a
guitar center (or the like) near you, you might ask around for someone very "local" that might do some garage printing as well. it's just hard to imagine you wanting to spend too much money at this point. ie, "if you really had a need for 1000 pieces, you'd already know the options" kinda thing.
good luck
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