I take out the staples and remove any pages I don't want (typically back cover and pages with adds/letterpages on both sides). Then I put the comics in the order I want them. There is a place called Library Binding Company in Waco Texas that is the cheapest comic book binding place that I know of. I fill out their slip of how I want the book to look like (color, text on the side, as well as front cover text and die stamping if I wanted it... etc.) and send the comic books out. They do the job for me and then I pay the money for the binding and the return shipping and I get them back. Then I thumb through it, smile, and read it over and over again for years to come.
Honestly, without shipping it costs $15 per volume (provided it's under 2 inches thick and I do no extra bells and whistles) and I like them better than trades. Plus, I can put in what issues I like. Example... all those Spider-Man comics are every Spidey comic from every title he was in from around 1992 or so through Maximum Clonage of the Clone Saga. Spider-Man, Amazing Spider-Man, Spectacular Spider-Man, Web of Spider-Man, Annuals, Mini's, guest appearances in other titles like Ghost Rider and Darkhawk... etc. That's how I'd imagine my dream trade so that's how I made them. I plan on completing Spidey through the end of the Clone Saga and I'll be done with it. I may eventually go backwards, but that'll be in time.
I plan on doing Civil War here shorty and I'll be including all the stories I like in chronological order, not by issue, but by page. Example... I have the first issue of Civil War through the point when Nitro blows up the school. Then you turn the page and it's the page from the first issue of Wolverine where he's sitting in the bar with the blonde waitress an sees it on the tv and gets up to leave. Then you turn the page and it was some other immediate reaction from another comic, and then you turn the page and it's the clean up effort from Civil War 1. So it's all the tie-ins and such that I liked in readable order page by page. Major job to do, but I'm enjoying it like mad.