You can also upload the audios of your finished works to YouTube (& similar sites) and make money off of them that way too. (Of course, this is only if you haven't published the works at all ... or if you have self published them. Otherwise, you'd let your agent/publisher make a deal with professionals who create audio books for a living.)
From what I've been reading around the net, self-publishing by eBook & audio format is the best route if you haven't been able to get an agent or publisher. Your chances of getting an agent or publisher later on for those works are better should you go with these routes, than if you self-publish in print. (POD or Vanity Publishing) It can be done, but it's best to not have posted on a website or sold in print.
Again, exceptions are rare. Works that are self-published through any means has to be worthy to get picked up by an agent/publisher once they're out there. And if the works are good enough for an agent/publisher, you might want to stick it out and keep querying instead of choosing to self-publish.
After posting the link to The Guild's comic book, I thought I'd do a search for 'comic/s' at Lulu.com to see how many artists were self-publishing, and I came across Max Allan Collins and noticed he's selling his 'tie-in' books as eBooks on Lulu. Well, there's no author page, so maybe he isn't doing the selling, but his publishers.
Sam Jenkins Sorbo: One of [my books] will go the traditional publishing route, and for one of them, I've been looking at POD [print-on-demand] publishers, but I'm thinking I might self-publish. In other words, I'll engage a printer and publish them myself.