Hi Amy,
Many artists choose the combination of selling that works best for
them. Each requires a different time commitment, stock,
merchandising, marketing, workload, and cash outlay.
For instance, doing a juried show can mean photographing your work,
applying + fees, having proper marketing tools (business cards,
etc.), buying or creating a booth setup, getting both you and your
work to and from the show, meals, paying someone to help with sales &
setup/breakdown and so on.
Compare that to building a Web site at 3 a.m. while you’re doing a
load of laundry.
Different strokes for different folks 
I can suggest, however, that the first thing you should do is apply
for a business tax license. This will allow you to take expenses that
you probably aren’t doing now. Keep a good log of your expenses (raw
materials, supplies, tools, mileage) and some way of logging your
sales. You’ll need to collect sales taxes on your in-state sales.
Out-of-state sales tax varies on the method you choose to sell your
wares.
Check out your local small business opportunities. Mentors, women in
business or small business incubators are great resources – and
usually provide guidance for little or no cost to you.
Most of all, have fun. Starting your own business takes a lot of
work, but it can be very empowering, too.
Good luck
Tracy
Tracy’s Treasures