Consignment
Most music stores, especially the mom and pop stores, will let you sell your CDs on consignment. This means that they will pay you after the album is sold rather than before.
Consignment helps you even if you don't sell a single CD. As we discuss in the promotion section, your band name is a brand. You want to get your band name in front of as many people as possible. If they see your CDs at stores around your area, they will start thinking that your band is significant in your local area and will recognize your name the next time they see a poster for your shows.
We recommend that you give away CDs to all of the people working at all of the stores where you sell your CD. If any of the employees of the CD store like your music, they will be more likely to promote it to people walking in the door. You might want to give an extra one to the store itself so that they can play it on their house stereo. People who work in CD stores are not doing it for the money, they love music and they usually recommend music to customers. Your CD just sitting in a consignment bin does not sell itself. It needs to be heard and to have other people tell customers that it's worth buying. If you want to convince people to listen to your music, you need to start with the folks that work at record stores. They will help recommend it to others.
If you need to fire yourself up to do this, we suggest watching the movie High Fidelity, and then read this section again.