Unsure where you are but here in the UK we have places like KallKwik and Prontaprint. If you turn up with the files they'll print them. For doing it yourself I think it's as much the printer as the software. Decent office lasers with duplex capability and accompanying print driver will enable you to collate and print booklets. Is your stuff ready for sale already? Do you have a blog/website with samples of your wares? I'm curious as to how you're going to go about promoting your stories.