A wiki devoted to zines and independent media. It covers the history, production, distribution and culture of the small press.
Books, zines, etc
How to make books, a chapter by "robnoxious" in Making Stuff and Doing Things: A collection of DIY guides to doing just about everything, edited by Kyle Bravo and published by Microcosm Publishing, 2006.
This has a lot of nice info about how to do proper good book-binding yourself, including some diagrams about folding zines, stitching pages together, etc.