I don't know about the page quality, it never bothered me before - I'll have to see it and compare. As to it being thinner, that's also hard to compare as the TPBs are without covers and ads. But because of that, binding the TPBs (especially w/o the outer wraps) would yield smaller binds than just the regular issues. If you're worried about page quality, Lucifer is a pretty cheap series to pick up (I paid about $1 an issue for the last 2/3rds of the series).

As for binding - this was through LBC. So $15 for the basic rate, I think it was $3 to upgrade to imitation leather, and then $5 or so to stamp it with the Vertigo die. (not counting the initial cost of making said die, which is $15-$20).

I make big books, so you could divide this into 3, and not have to worry about thickness...