LOCAL PRINTING: When it comes to short run printing, the local option is my favorite option. Local print shops may not be able to match the price of many online vendors, but you get to have more of a hand in the process, and therefore a little more control over the end result. Some will even let you bring in your own paper, and most will let you use their paper cutters for free (sometimes even if you haven't printed anything through them). Unfortunately, not all local shops are created equal—some FedEx Office shops are great, others not so much. You'll need to do your due diligence to find a good match. InkerLinker is also a good place to find amazing, non_FedEx print shops near you.
AT_HOME PRINTING: By far the most accessible, this is easiest option for tackling the project in smaller chunks on weeknights rather than spending hours in a studio or waiting at a print shop. However, you should test paper before buying a ton of it, printers can be especially finicky, and your can't exactly change the ink your printer uses. If your printer isn't higher end, you may have very limited paper options. Here's a little more on at_home printing.