I did just about everything you can imagine. Since you are just starting out, you can do it the hard way and design and print your own (What I did), or pay someone to do it. Draw up a sketch of what you want and they will help you out at any Kinko’s (or print shop) with cheap design work. The price goes up from there. One thing I didn’t have access to is Craig’s List. Put up an ad on there, ads there are always freelance designers who look for projects like this. The top end here is just hiring a designer. One benefit of doing it yourself is learning Adobe Illustrator. It is also a huge time sink, so if you are a perfectionist (like a lot of pizza guys are), it might just be something to stay away from.
For printing, I started out buying stamped post cards and a printer. I was printing 2000 at a time on two printers before I gave that up and paid a copy place to do it (Fuji/Xerox). They ran about 5 cents each, and that saved me a ton of hassle in stuffing 50 post cards into a printer 40 times. Small lots are fine, but once you start printing up 1-2k of them it becomes a pain in the rear.
I applied for a bulk mailing permit after about a year. It didn’t make much of a difference when sending out 1000 at a time, but when I got up near 4000 pieces a month, that discount did help. For your first few mailers, don’t complicate things. Just print your stuff and send it off. That is the most important part, getting started. You will make money off them anyway.
One thing that I eventually figured out to do was to print addresses directly on my post cards. That saved the step of printing labels, and sticking them on the mailers. Either way is fine though. There are a ton of tutorials for the “Mail Merge” function of MS word, and if you don’t have that
Openoffice.org works just as well.
As a foot note, I hear good things about Taradel. I haven’t ever bought anything from them, but there is a lot to be said for having easy access to pre-printed and well designed pieces.
It is a process. You will find ways to shave a few cents there, or speed up things here. Doing your first few runs the manual way will give you a great idea of what you will need though, but again, getting started is the most important part. The monthly sales kick when your mailers hit is a nice feeling.