This really depends on your goals, the size, and why you want the prints. You can get prints drugstores (e.g. Walgreens) and they're REALLY cheap. They're also not particularly high quality (you get what you pay for). But a 4x6 is 33 cents.
If you want something with some longevity to it, then you want something printed on archival quality paper using "pigment" based inks. (Inkjets are typically either "dye" based or "pigment" based. Cheaper printers are usually dye based. But dyes fade more easily over time. Pigmets retain their color much better.)
The next problem is lab quality. I fuss over my images before sending them to print, check the gamut, etc. to make sure the printer can handle it, etc. For the stuff I've ordered from Aluminyze, I get a print back that looks exactly like I expected. But I did try another lab and I had areas where I lost tonality and the image was partially blown out. I was a bit disappointed because it was meant to hang on the wall... but the quality wasn't there.
I now own my own pigment-based inkjet (a Canon PIXMA PRO-10), got a great deal on it (a good price from the store combined with a good Canon rebate -- Canon seems to be continuously running a $200 rebate). I can now print my own prints up to 13x19" and even at that size on good quality paper it's about $4/print. It's substantially cheaper for a 4x6". But these printers like to be used... it's not good to let a printer sit for months on end without using it.
I print most of my own stuff... unless it's something I _really_ like... and then I send it out to Aluminyze (which isn't cheap). I've heard Costco is pretty good for common stuff, but I've not used them. If I wanted something that I want to hang on the wall and expect to look good in 25 years (a good archival quality print will still look good in 100 years ... not that you'd still be around to enjoy it, but your grandkids would) then I send it out to a good lab.
Lastly... many labs offer the choice of paper/material. There are some cool choices out there. Commonly you'd think of white matte, luster, or gloss. But now there are variations such as "metallic". Metallic it isn't actual metal... it's a pearlescent white paper. Consider there is no "white" ink... anything "white' in a photo just means the printer doesn't apply ink. What you see as "white" is just the paper. This means anything with a light amount of ink will show the specular finish of the paper. It's an interest look for the right type of print. You can print on canvas, linen, actual metal (aluminum), and many other choices.
Many labs give you the choice of allowing them to adjust your image prior to printing. They do this because they know the color gamut and characteristics of their own printer and can tweak the image so that the print produced more closely matches the image you sent. If you KNOW what you are doing, you can pre-adjust your own prints prior to submitting them and ask them NOT to touch the print. Typically if you do this you lose any quality guarantee (NO printer will produce an image on paper that looks EXACTLY like what you saw on the screen... they all need to have a color profile applied and that merely gets the print very close. The printer gamut and the screen gamut are not identical so it's not actually possible to guarantee a 100% match). A good lab has experienced techs that know how to get the image as close as possible. If you let them have their hand at it, and you don't like like the results, they'll typically re-print or refund it. If you do not let them adjust it and you don't like the results... that's on you (you would have to pay for any re-prints and they wont give you a refund.)
So unless you're experienced with printing and know what needs to be done... it's best to find a lab you trust and let them handle the adjustments.
Of course, when you're printing at a local drug-store or big-box store... they're not going to have experienced techs. It'll be cheap... but it wont compare to what a top lab can do.