I keg most of my beers, but on the occasions that I bottle, I like to make my own labels. I typically use a few different software programs (photoshop, word, etc...) to get my desired effect. Once finished, I upload the word file to Kinkos for printing.  A sheet of labels is only 59 cents (3 labels per sheet)...so for a few extra $$ your beers become more unique. Just cut out the labels and then paste them onto the bottles with a cheap glue stick. Here are a few examples of my labels...
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Did this one for a friend's barleywine:
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