They do have books, but one of the best things about their prints is that they are a photographic print, which means the image is developed into
the paper, and not just ink on top of the paper: Click here for a super cool video!
When they do a book, they have to do them with regular printed pages, so you kind of lose the awesomeness that is Persnickety.
If you want to do a photo book, I saw some books by Adorama
at the expo, and they were super nice. They're a photographic print, too. They also have this super cool thing where they lay flat, so you don't lose anything in the gutter. They were pricey, though, but I heard that they do a sale a couple of times a year that brings their price way down.
I used to order all bound books, but I've changed that... I print the pages individually and put them in regular page protectors and albums. I will do Adorama books for special occasions, though.