At the beginning of 2011, I self-published a portfolio of works that I am most proud of. I included a mix of art, photographs, writing and other random creative things that make me happy. The thing I love most about creating is the process, never the end result. Well, sometimes the end result. ;) However, I think that creative types should compile their labours of love.
I know that in just a few short months I'll have another pile of work I'll want to gather up and publish.
If you're interested in making your own book I would highly suggest Blurb. This company lets you be the artist when it comes to creating your book. They are InDesign and Photoshop friendly.