I put together a campaign book for one of my worlds a couple years ago, about 300 pages long, but I couldn't afford to have it printed, copies, and bound -- I just gave it in PDF form on CDs to players. One of my players, however, went to Kinko's, had it printed out (double-sided, high quality glossy paper, with color), and then had it bound. The binding cost $55 (a nice binding with gold lettering on the spine -- made me a bit jealous). The copying, however, was substantially more than he expected...because there was color on each page, and with the high quality paper, the copying alone came to $300. My friend hadn't expected that price, so it was a somewhat rude awakening. His copy of my worldbook looks fantastic, but it cost him $350 by the time he was done.
For a previous campaign world, I printed out a shorter book and had copies hardbound for those players willing to defray the costs. It was a relatively inexpensive pressure binding -- it looked nice, but didn't hold up too well to backpack treatment.