Cristina de Middel

Former photojournalist who distributed her 2012 narrative photobook The Afronauts from her bedroom. It is nominated for this year's Deutsche Börse prize.

Cristina de Middel worked as a photojournalist in her native Spain for eight years before deciding she wanted to create "fictions" with her camera and created The Afronauts, which was self-published in May 2012 in an edition of 1,000 and has since become a self-publishing phenomenon, winning her a place on the Deutsche Börse shortlist and now changing hands for over £1,000 a copy. "I had no clue what would happen when I made the book," she says, laughing. "In fact, the gallery I was with back then tried to discourage me, and so did the photography agencies I showed the idea to. It was too documentary for one and too conceptual for the other. It just shows you have to go with your instinct as an artist."

For The Afronauts, De Middel used locals in her hometown of Alicante to play the role of astronauts, made the space costumes herself and transformed giant discarded oil drums into spaceships and the interior of a disused factory into mission control. "It was a work of the imagination that tried to stay true to the spirit of the Zambian project, which was really one man's dream." She began work on the project in October 2010, in between working for the Red Cross in Palestine. "It became obsessive after a while. My role model was Ed Wood, the B-movie director, and I wanted that B-movie effect, where normal things can be turned into magical things. It was all about working imaginatively within the budget I had."

Formally, too, the book echoes the makeshift subject matter and turns her limitations into advantages. "I'm not that good at doing too many colours at the same time," she says, "so I decided to desaturate the colours to make them look more harmonious and old-fashioned. I also made a decision early on to have square-format photographs that looked like my parents' family snapshots from the 1960s. All the time I was thinking, 'I am using my limitations just like the African astronauts.'"

Before the book was printed, De Middel had already sold 25 advance copies of a limited edition of 50, each one signed, numbered and including a print from the book. "The special edition was €120," she adds, "which gave me the money to print the rest." De Middel then targeted a few people in the photography industry, most notably British photographer and photobook buff Martin Parr and Denise Wolff, photobook editor of the Aperture Foundation in America, both of whom loved the book andhelped spread the word. She also took it to Arles for the annual photography festival, hawked it around all the independent bookshops in London and posted about it on Facebook. "By September 2012, I had run out of books," she says. At that point, she had already decided not to reprint. "It was done and I wanted to move on."

De Middel has just finished a new book, which plays with the received notion of street photography. It will be published later this month as the third volume of Self Publish Be Happy's online book club project. Then comes PARTY, the follow-up proper to The Afronauts, which uses Chairman Mao's Little Red Book as its conceptual starting point. It will be not be self-published. "This time, I have a choice and right now I am too busy to embark on that big adventure again," she says, "but that does not mean I will not self-publish again in the future."

Mishka Henner

Henner has several photo books on his website which he will print on demand, one of which, No Man's Land, has been shortlisted for the Deutsche Börse prize.

Mishka Henner is a Belgian-born, Manchester-based conceptual artist who uses photography in often provocative ways. His self-published No Man's Land, shortlisted for this year's' Deutsche Börse prize, comprises selected images of sex workers taken by Google Street View to explore underlying issues of voyeurism, privacy and surveillance. In Less Américains (2012) he deployed two conceptual approaches,played with notions of appropriation and erasure to surreal effect, removing faces, buildings and landscapes from Robert Frank's seminal bookThe Americans (first published in France as Les Américains). He has also self-published the epic 12-volume Astronomical, a scaled-down representation of the solar system, which he describes as "a 6,000-page sculpture".

Henner's preferred model of self-publishing is print-on-demand. "The fact that a book is printed only when someone asks for it keeps the numbers down to the level of a cottage industry, which I'm happy with." He describes the self-publishing process as "painstakingly laborious because every design element is considered and becomes part of the work". Does he think the self-published artist's book is more suited to conceptually driven work than documentary? "I don't see such a clear-cut distinction between the two categories. Documentary photographers are making conceptual decisions every step of the way. Perhaps they're not as aware of them as a conceptual artist might be, but it's wrong to assume documentary photography is some kind of fixed, stable activity that denies self-reflection. When it comes to making books, artists have a head start over photographers by several hundred years, so it's maybe not surprising they're ahead of the game."

Henner currently has a survey show at Open Eye in Liverpool as well as the imminent Deutsche Börse exhibition (opens Friday at the Photographer's Gallery in London). How difficult has the transition from book to gallery been? "I'm now working on ideas that should be seen big and the gallery is ideal for that. The show that's now on at Open Eye came at just the right time, when I'd finished working on some large print pieces relating to oilfields and the beef industry in the US. I can't produce a book that conveys the scale of the subject I'm representing with those projects. As for my existing books, in my mind the content always existed at different scales beyond the page. I'm not precious about working only with books. Exhibitions are opportunities for taking the work into other territories." Finally, was he surprised at the often outraged reactions Less Américains provoked online? "I can't predict what the reception to any of my projects will be. In hindsight, I now realise it doesn't take much to upset photographers. Many of them are baying for blood the moment anyone threatens their understanding of the medium. With Less Américains, I made new work out of the old but looking at people's reactions, you'd think I'd desecrated a holy text."

Andy Sewell

Sewell's The Heath, which he produced himself in a limited edition of 850, documents the vast, untamed park in Hampstead, north London.

London-based documentary photographer Andy Sewell self-published his first book, The Heath, in 2011 to much critical acclaim. A work of quiet, contemplative beauty, it is a kind of visual ode to Hampstead Heath, a swath of countryside in north London. Unlike most contemporary self-published photobooks, it is not conceptually driven and looks for all the world like the kind of high-end art-photography book published by Steidl. "I'm interested in the book form," Sewell says, "and I was initially quite happy to try to find the right publisher, but then I got tied up for about six months in negotiations with a mainstream publisher that never really went anywhere. It was such a chunk of time that I decided to do it myself rather than wait any longer. Looking back, it was like a scary journey into the unknown."

Like Cristina de Middel, Sewell had certain people on the photography scene in mind to show his work to, including Simon Bainbridge, editor of the British Journal of Photography, the inevitable Martin Parr and, indeed, me. We met when we shared a car from Marseille to the photography festival in Arles in 2011, where he was launching the book. "I'm not really a hustler and I didn't have a hit list," he says, "but you have to be aware of who can maybe help you and a festival is an obvious place to bump into people in the photography community."

The previous year, Sewell had left flyers about the book on various book stalls at the festival and in photography bookshops in London. "It really does pay to create a buzz about your book before you print it," he says now. "I had an advance payment set-up via PayPal for a limited edition of 100, each one signed, numbered and with a 10x8 print of your choice. I presold 15 copies in that one week at Arles and 89 over the whole month. Those are the 89 names listed at the back of the book, because they essentially paid for the rest of the print run."

Sewell decided on a final print run of 850, which, he says, "seemed ambitious back then, but, now, of course, I wish I'd printed more. It's a gamble, particularly if you are new to self-publishing. There is always the spectre hanging over you of a mountain of unsold books that could become a testament to your folly."

Sewell is currently working on another book about "the British countryside, the whole idea of the pastoral tradition and what it now represents". He is uncertain whether he will publish it himself. "The only drawback I can see about self-publishing is that you don't have the global reach to get your book in independent bookshops all over the world. That is almost impossible to do without the distribution power of a publisher.

"I'm not wedded dogmatically to self-publishing, but I haven't ruled it out either."