Hmm... well if you get a decent printer by todays standards, you should be able to make rather nicely labeled CDs by buying some of the pretty nice kits available in FutureShop or Office Depot type stores. I think maybe even Kinkos will be able to offer you a decent price on these lables aswell.

Of course this is all only for do-it-yourselfer type production. And it may be harder to do things this way if you have such a good game that you are planning on having the next Doom-type milestone.