I would strongly advise anyone thinking about self-publishing to think twice before getting 1,000 CDs run off. Reasons:
1. There's a very good chance that you'll wind up with 850 CDs in a corner of your spare room.
2. The day after the CDs are delivered, you'll discover some bug in the code that makes you cringe.
3. It's really hard to get into stores if you're a "company" with one product. They're used to dealing with a handful of big distributors. Most stores will say No, those willing to carry your product will want to take it on consignment rather than buy it outright.
4. It's really hard to get a distributor if you're a "company" with one product.
5. If you're selling from your web site, most people would rather download the demo and buy a registration code when the demo expires than wait for a CD to come in the mail. Instant gratification seems to beat owning the object.
Moral of the story: see how it sells as a download. If you still want to press CDs when you've earned the requisite $1000-1500 from online sales, go for it. Most one-person or small-team games will never earn that much, but it's nicer to have beer money trickle in than have a net loss and a cubic yard of CDs that nobody wants.
