+1 do both; CD Baby and Amazon.
Also, as James said.. getting people there, getting the word out! You have to sell your self

here's what I've seen others do and it's free;
. First setup your own official website (Go-Daddy.com free or paid (no adverts) and offer 'one' free download (this is a good way to promo) but before people can access that free download they have to signup for....
. Setup a fanbase and keep in touch with your fans by newsletter, the newsletter don't have to be sent out every month, you can do it every 3 or 4 months. You can set that up with Wordpress as your fanbase or for quicker exposure go to sites such as; MySpace and Facebook (do them all). Yeah I know some people don't like those sites but there's a massive lot of members there and it's easy to send out invites, eventually you will see your friends list (fanbase) grow.
. Get your songs out to radio stations. There are networks (Google it) try and find legit sites, there are multiple radio stations on a network. Sign up and place your songs in the right genre and you should be setup. Also send CD's out to numerous indie radio stations including university radio.
. YouTube; get your own channel, get your video done in HD. Instead of producing full blown video production? what I've seen of late from some major labels is simply a cover shot of the CD (Still image) and in the clip is a link http:// to buy the CD.
. Send your CD out to music magazines for review.
. Google sense 'Advertising' you have to pay for that service, but it might be worth looking into.
. Go out there and start gigging! Sell your CD's there.
Yeah! Getting a CD out is only a fraction of the process, the rest is about marketing, getting the word out there.
Good luck! Wish you success :-)