Well yeah, what Eddie says, think about your layout (especially if you use images to illustrate things). Don't go using word or something, use something like InDesign, Quark express, or Scribus (last one is free). Save it as a PDF, and go to a printshop, and print it on some fancy paper, and if you have enough pages, have it binded properly (like a magazine if it suits your essay). And perhaps have a fancy cover.