I have two albums with CDBaby that I did about 8 years ago. It was fairly painless to set up and it wasn't that expensive. At that time they insisted on physical media so I sent them 5 home produced CDs of each album. Not sure if they require CDs now.
They arranged the digital distribution so my albums can be found on YouTube, Spotify, Google Music, iTunes and other places. They have a pretty good accounting overview which I check out now and then. I get one of two cents (or less) when listeners stream one of my tracks.
I wasn't looking to make money doing this, it was just for the experience and fun of it. You'd have to really market yourself to get any kind of income through CDBaby or the other distribution companies.
It is kinda cool though to see your music listed on iTunes and Amazon.