Chris about covered it.
The Lulu links will tell you how they price their services.
I think most folks who post here know the markup scheme in our little world. Manufacturers, Jobbers, Wholesalers and to the shop. (I don't know the percentages, they all basically doubled the price of the product to the next tier, in my day)
There is little money to be made in books by folks like me. The self-publishing feature meant I didn't have to guess how many copies to print. It turned out very few of my customers wanted a printed version of the document. (sniff, sniff) I'm glad I chose an on demand printer. Otherwise I'd have had a stack of manuscripts with no home to go to.
I was surprised the number of people who got the pdf from me. Really surprised. Lulu got about 25% of the purchase price, since you asked. Book percentages will vary. The links Mr. Aguilar put out above will answer all the print questions!
Herr 000, no magic shop I contacted directly was willing to buy the book in quantity for the wholesale price I offered. Full color pictures was my hang up. I printed a couple in B&W. My routine has so many colored balls winging about I knew learning it in color was the only option. One on-line purveyor of magic tricks offered to post my stuff up. I didn't want to waste their time, since after an initial surge, demand is down to ten or so a week. This was the site with all the furniture drawers that come out of the screen at you. The offer was fair.
The one large purveyor of magical pdfs wanted in excess of fifty percent of the revenue. I won't mention any names. My little routine is never going to see wide distribution. I wrote the routine up for two of my friends who asked me to. That task took me three months. I though a couple other cups and balls guys might want the write up. I was wrong.
Mr. 000 I hope I amplified Chris' pretty damn complete answer.
I'd like to make an observation though. Mike Close has a full page ad in Genii for his GREAT joke book. He must be doing considerable business and Lulu.com must be doing a good enough job to maintain an advertising budget like that. I think if you have a marketable item, as does Mr. Close, that Lulu is a great avenue for self-publishers.