I have used Lulu for my personal, on-demand printing needs. But definitely a +1 for a print book. Anything I want to keep and pass down to posterity I pick up in a physical form. Anything I just want to have fun with but doesn't peak my philosophical interest I get in pdf. I can imagine this beside my copies of Bushido, Mysteries of the Yokai, Sengoku, etc.
Oh, and I like the sidenotes. I find them informative and entertaining ... and therefore useful.