All of the artists found on this site produced, or co-produced their own CDs:
http://www.bluebamboo.com/

Their work reflects their own investment, and their vision for the project. The Internet enables artists to take control of their work, and present it directly, without the sort of interference, which has become so common in traditional record deals. Conventional record companies routinely deny contracts to talented artists because they don't fit into their marketing criteria. Blue Bamboo, hope to give talented people an opportunity to present their vision to the world, unencumbered by conventional restraints...
http://www.bluebamboo.com/