We've quietly published a little chapbook series ("big package, mini chaps") for a couple years now... They're self-binding books made from one sheet of paper with this "folded eight" technique that's downright magic. We always wanted to share them on the web -- but couldn't find a way to give proper instruction. Hopefully the below is a start.

Without further ado, snag yourself Chris Toll's great chap from the link. Print. Fold. Enjoy.
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Note: Turn off the "fit to margins" setting (if your machine defaults to that) when you print it out... or it will fold all wrong. Speaking of which: