I used to do zines in the days of Factsheet Five.
Sold cheaply, given out freely or as trades.
Lately, there is a trend of repackaging zines as Art. Limited edition print run, some colours but essentially, still the same. Cost the same too but you put a higher price tag to it, people will see it differently.
Some examples can be found at the little drom store and books actually.
The mini comics by xin cost between $12.50 (please to meet you) to $22.50 (someone's not talking)
xin is http://www.doinkydoodles.com, shop at Bali Lane.
But some zines are still zines. One of my favourites in recent months is strange as i have ever seen by drewscape. Sold at $5 at OIC events.
There are others you might want to check out like 20 Cornflakes presents Fanclub (by Nicholas Chim, www.29cornflakes.com ), also about $5 at books actually and from KL, munkao's hilarious zines, www. munkao.com (i picked them up at last year's STGCC).