Once you've completed all your thesis/dissertation work, you'll likely want to bind it as a hardcover book. (If you've written a master's thesis, you'll actually be required to submit two bound copies to the Graduate School. Doctoral dissertations must be submitted unbound, but you'll probably want to bind at least one copy for your advisor.) There are several ways to bind your completed work, and they vary in cost and time required.
One option is to go to a place like Kinko's (605 W. State, 272-0202) to have all the photocopying and binding done at one location. Just bring them the original document, and they will photocopy the additional copies and do the hardcover binding. Gnomon Copy (720 S. Meadow, 273-3333) has a similar service, except that they send out the binding to another business rather than doing it on the premises. This one-stop-shopping is convenient, but it is more expensive.
Another (often cheaper) option is to have the photocopying done at one location and the actual binding at another place. Several places that provide photocopying include Gnomon Copy, The WordPro (410 E. Upland, 257-0700), and Staples (Rt. 13 South, by K-Mart, 272-0240). The primary local business that provides hardcover binding is Ridley's Book Bindery (2345 N. Triphammer, 257-0212), and they have turnaround service in as little as one day (though you'll have to pay a little more!).
Remember that all copies of your work that you submit for official purposes must be photocopied on archival paper, so be sure to request it. You can save money on versions for yourself and family by photocopying them on standard paper and binding them with softcovers, but after spending so much time and money in graduate school, the extra splurge for archival paper and hardcover binding may well be worth it. If you are including any out-of-the-ordinary features such as fold-outs, color pages, or a back cover pocket, you might want to call around to comparison shop.