I've done a couple of photography zines and used Footprinters in Leeds for the first and John E. Wright for the second. Footprinters was good for a cheap, 24/28 page, black and white photo zine where image quality wasn't that important as I used cheap cameras and had high contrast/grainy photo's. 50 copies was £98 with postage, so I sold them for £2.
The second one I used medium format film so the quality of the print was very important and, because I had one colour photograph in it, I had to print the pages as if they were all colour, so it was a little more expensive. 40 pages (38pp), 30 copies worked out as £3.60 each so I sold them for £4. The first run of 30 I did for an exhibition in Nottingham sold really well, the next 30 I did for an exhibition in London didn't sell a single one, so I've had to try get rid of them myself, which is hard work if you're not really a known photographer/a fan of social networking sites like myself. (a quick example of my zine can be seen here http://cargocollective.com/hlayzell/Better)
There are also places like this - http://www.newspaperclub.com/ - where you can create something online and they send you the finished product. It seems fairly user friendly and I've seen a couple of papers people have gotten through them, they seem quite good if you're into the newspaper format.
The problem I have found with photography zines is who they are aimed at. I'm not in with the art crowd and, as such, my photography zines weren't really appreciated there, and if the photographs weren't of punk gigs (which they largely weren't), the DIY scene that would normally buy DIY punk zines weren't too bothered either. There are some really good things out there though where you can submit ideas for zines and if they like the ideas then they'll publish them for you, 'Self Publish Be Happy' is a UK one and is very good. 'Pogo' is another one that is similar but is based in Germany I think. Have a google and check their products though for ideas.
As general rules, and talking from general experience-
-'Arty' people tend to not like photography zines unless they're photographs that look like they should be in Vice.
- As lardsnail said, people have a problem with paying a lot for a zine as they are perceived to be DIY and as a result, cheap (I agree with this and also resent paying £3/4/5 for something I know was photocopied, but as long as it's justifiable and I can see why it's the price it is, I'm fine with it.)
-Don't get big runs, get as many printed as you think you can sell realistically. 25/30 is a nice amount for a dabble into self-publishing I think.
Hope that was of some help and I'm sorry for the lengthy reply.