​What’s everyone’s experience been with self publishing their novels/books/comics/other work?

I am considering going down this route as I’m not entirely convinced I’m even going to land myself an agent anytime soon, never mind get myself published traditionally, so I want to keep my options open.

And to be clear I am not talking about the vanity publishers who always say “yes, your story is great and we can publish it, just forward us X amount of whatever currency to cover our publishing fees.” That just strikes me as a con artist trying to rob people of their money. I’m thinking of the likes of Amazon and similar online sites.

What I’m mostly wondering is things like are you in any way bound to just use one self-publishing company like Amazon, or can you use several different ones?

What was it like setting things up to self-publish?

How did you decide on cover art and similar?

Did you have to advertise the work or was that done for you?

How long before you made your first sale and how many sales did you get in say a month, a year etc etc?

Did you have any issues with people reading all of the book, then returning it for a refund?

Any other things I’ve not thought of to ask that you feel are important to know?

Thanks.