All of the authors that I know who have self-published their fiction books have done so in a partnership with another publishing company that was independent of the big traditional publishing houses. In this case I'm not sure if you would actually qualify them as being truly self-published.
In any event all of my books to date were published through my publishing company. I sale my books whenever and wherever my books may be sold which may include bookstores online and off, back of the room after speaking engagements, at festivals, seminars, etc.
I think one of the biggest reasons why we may not hear of as many self-published fiction authors selling many books and/or making any money is because they don't market and promote aggressively enough. Perhaps it's because their books aren't designed to help people and/or solve a problem so they are less compelled to go the extra mile to promote their books.