I've been enjoying making some Photo Books using Australia's Snapfish online photo printing service. They are hard cover books that look like a glossy coffee table publication with you own photos.
They make great gifts. I made one for my Mum using old family photos. You do the layout yourself online. You can add captions and there are lots of layout options. It's a bit time consuming and the hopefully the software will eventually allow more cropping control, but it is fun to do.