How to make books, a chapter by "robnoxious" in Making Stuff and Doing Things: A collection of DIY guides to doing just about everything, edited by Kyle Bravo and published by Microcosm Publishing, 2006.
This has a lot of nice info about how to do proper good book-binding yourself, including some diagrams about folding zines, stitching pages together, etc.
Bookbinding describes how to do book-binding yourself.
Drafting describes tools and techniques that may be useful in zine making.
