How do I publish my RPG?

I have been reading through this topic, and had a few thoughts for you. I am currently in the final design process of my own system and heading for the publishing route soon, so I have been through a lot of this. If you are going to hand out your system via PDF, make sure you have it all copyrighted and the like. We are nearing the ending of our testing phase for Lore: Uprising, and we have done it bit by bit under controlled circumstances. Often, myself another one of the designers, would sit back and watch others play. This gave us the advantage of being present when bugs were found rather than depending on someone else to remember they found a bug and to contact us.
As far as printing goes, we have done extensive research on different methods of printing. -The Print by Demand is definately a good option, and a much lower initial investment on your part. The only true problem with this method is a lower quality of print.
Also I can not stress enough the importance of art! It is a pivotol part of your book. Many people will do a pick up and flip through new games. Good art may the thing that catches thier eye long enough to actually consider buying the product.
Financial, one option you may want to consider is Venture Capitol. This is the route we have taken for our initial printing cost and have met with reasonable success.
I hope some if this helped at least a little. It has been a challenge taking our game to where it is at now - but well worth it. I hope you have as much fun as we have had along this journey. :)