Actually I / we do "self publish" our own calendars, and we have for many years. So a few facts from somebody who actually does it.
First, just so you all know, we self publish calendars because we give them away free for advertising purposes. We have done so for years, and we find - for us and our business, likely because we have been doing it so long - that it works great for us as an advertising venue. However, I do not think as an exercise in making money I would ever do it. Too much competition.
So, in no particular order, here are a few pointers:
1) Artwork
One reason I "self publish" is I work with a local printer to get the artwork done right. It takes a lot of work to get everything co-ordinated, and make sure your prints come out right. For example, the type of paper, printing press, printing process, etc, etc, all make a huge difference in how your photograph looks. You might have your monitor perfectly calibrated for your own in house Epson or Canon printer, but for commerical purposes, you will likely need a whole different monitor calibration.
2) Quaility counts.
Yes, you can get calendars printed for around a dollar each once you get into near the 10,000 copy mark, but it looks like it is only worth a dollar too. Now, bearing in mind this forum is read world wide, and therefore your mileage can and will vary, my point is, even when you give away a calender for free, if you want people to actually keep and use them, they have to look and "feel" good. That puts the cost up to maybe two or three dollars per copy in my case.
3) Theme
You might have hundereds of wonderful and excellent photographs, but seriously, no offence meant to anyone, you will find that what works for a large print or for "fine art" and what people want in a wall calendar is sometimes two different things.
People want to look at what they know, what they like. So, if you are shooting antique cars for a calendar, you might have great sales at auto shows but maybe not much elsewhere.
Calendars are also very personal to most people. What a man and woman may like in a calendar vary considerably for example. Also, you have to be careful, you would be amazed at what "offends" people anymore.
Before you start any calendar, you have to decide what market you are targeting, and then you go out and shoot photographs for that specific market. In that sense, calendrs are like a restaurant. Are you fast food & take out, vegan, fine dining, Italian, Chinese, breakfast only, etc, etc, etc.
Choose and know your market ahead of time and aim your calendar at that market.
4) Distribution
Not just +1 to that comment, plus +10,000 to it. Even when you give them away for free, at the end of the day, it is still distribution, distribution and in case you are still not sure, distribution. Distribution is everything.
5) Critical Judgement.
We do a 13 month calendar. We may start with almost 100 photographs in the first "final cut" before we whittle it down to the last 14 photographs (13 months plus the front cover). You may think you have a lot of photographs, but when you get really cruel in those final cuts, you never seem to have as many as you thought.
6) Text
What kind of explainations/captions do you have with your photographs, what kind of extra dates and holiday and other features does your calendar have that others do not? This is almost as improtant as the photographs themselves. A lot of work goes into that.
Those are the basic points off the top of my head. But here is my main point.
If you have lots of photographs and you are wondering what to do with them, and you think to yourself "Hey, maybe a calendar", you likely will never make it a success. But if you like calendars, and you want to make one, and use your photography to help make a specific type or theme of calendar, then, just then, maybe you have a chance of making a success.
good luck