This article provides some good pointers, but for more detail (all you need to know), read Aaron Shepard's blog, and also read his Aiming at Amazon and POD For Profit. You'll thank me.
To keep your options open, you definitely want to buy your own ISBNs from Bowker (if in the US).
Above all, do not use a "vanity press" that charges you to publish your books.
Source: The rewarding and time-consuming experience of self-publishing my first book.
Making a financial success of fiction is (even) harder. Much harder. Generally speaking, I think you need a publisher behind you for fiction, although Amanda Hocking recently managed to bootstrap her way to self-published vampire success.
I agree -- harder to be successful in self-publishing for fiction.
(1) There's less "need" for your book. People aren't saying, "gosh, I wish I could find a book on zombies from Mars attacking Earth. Let's see what my options are!"
(2) You can't differentiate yourself as easily.
(3) To be successful as an author, you need a platform / promotional strategy. It's harder to build that with fiction books (at least until you are well-known). In an "informational" space (business, reference, technical, etc), you can build up a following by starting a business or a website that provides assistance in some area.
To keep your options open, you definitely want to buy your own ISBNs from Bowker (if in the US).
Above all, do not use a "vanity press" that charges you to publish your books.
Source: The rewarding and time-consuming experience of self-publishing my first book.