Steve, do your self-printed labels have a peel off backing? Is there a special type of paper available to use when printing shipping labels?
Nope, I just use plain inkjet printer paper. I've shipped guns, electronics, and dozens of other items over the years (having sold DVDs and junk on eBay) using the inkjet paper. I just tape around the edges of the label using standard clear shipping tape, try not to tape over the barcode area.
I use the PayPal Shipstation function to print labels, even when I haven't used PayPal for payment on the item. The USPS website links to stamps.com, which I haven't used, but a lot of folks do. I have a small AWS digital postal scale I got off Amazon for $20 or so a few years ago that is very accurate. It allows me to weigh up to 55lbs, which is useful for heavier items.