Andy is right on the money with this. The best way to get the job done is to go to a duplication service. The duplication won't be as costly as you might think (if you already have the CD's and they're just doing the printing on the CD and cover). If you have your own artwork, that's even better.
Like I said before, I tried the home printer and glossy paper way when I was working with another label. It was their way and who am I to say anything if the money's not coming out of my pocket.
Before that, I did a CD on my own label (my first solo before I knew how to make a beat or record a track...I see soooo much difference now). I had someone else make the beats and record the tracks and charge me for the studio time. When the songs were recorded, I took it to a duplication service (Crystal Sound in Dallas). Since I had my own artwork, it ran me $1300 to do the duplication (since I didn't have the CD's, but just to have the covers and artwork printed up was only a few hundred of that.
On this project, I plan to duplicate the CDs I need myself with a 1 to 5 duplicator I'm looking at. Once I do that, I'll have my own artwork and just have the duplication service do the CD printing and covers. That way, it'd only be about $250 to put out 500 CDs.