You may have already come across this site but blurb.com has come up with a great idea to enable you to create your very own album as a printed book. There's a choice of paper, cover finishes and book sizes. The larger the book the more you pay, but it also means you could produce one for as little as £2.95 if you wished.
To get started, you download Blurb's software Booksmart and install it on your Mac/PC. It's more intuitive to use than some other online album publishing programs out there and as the software's not used via a browser you're not at the mercy of the internet suddenly cutting out on you.
I had a stab at using Blurb's software and put together a collection of snaps taken from skiing. There's a pretty good selection of templates to drag your images into to create your pages, allowing you to feature images or text or a combination of both to work up your spreads.
I was pleasantly surprised with the finished results, and personally it beats burying snaps under cheap pocket sleeves when you can show off images impressively across a spread for that 'oooh' reaction.