Doujinshi?
What is doujinshi? In the simplest sense, they are fan-made comics usually drawn by amateur artists. These artists uses various genres in their story, from gag to drama, shounen-ai to shoujo-ai, action/adventure to romance, etc. They are usually based on manga/anime, popular books (Harry Potter, Lord of the Rings, etc), and movies. Because of copyright laws, artists who sell these hardly earn any profit for the books, usually selling them for the whatever it cost them to pay for printing.

Collecting doujinshi is often an expensive hobby, especially if you are buying them from a second hand seller. Since there are usually a limited amount of copies printed, doujinshis are often considered rare. Even though the artists sell them for almost no profit, second hand sellers usually charge a bit more so they can profit from the sale. People who also purchase doujinshi from auction sites will sometimes find competition, especially for doujinshi with more popular series/pairings, and as the bidding gets heated, prices go up until the bid has ended.

   Gag Doujinshi?
Gag doujinshi is a particular genre of doujinshi where the stories are of the humorous type. Usually artists create funny situations for the featured characters, even poking fun at them or sometimes parody of certain series. The point is, gag doujinshi is meant to be funny.

gag (gag) n.
   1. A practical joke.
   2. A comic effect or remark. See synonyms at joke. - source

   Favorite Gag Doujinshi Artists
Piyokokko: Yu Kiriko - she does mostly Weekly Shonen Jump related gag doujinshis.
Penguin Tanteidan: Rena Izumibara - she has a cute art style, and also does gag doujinshi for various series, Gundam SEED, Gundam Wing, Fullmetal Alchemist, and Weekly Shonen Jump series, to name a few.

Chiyorism: Komakura Chiyori - I just recently discovered this artist, even though I own 1 of her doujinshi collaborations with Piyokokko. She does mostly Eyeshield 21 gag doujinshi, which I wish to own someday.

Lighthouse-MK: Miki Kizuki - Although she's actually more popular for her serious doujinshi, I own 2 Gundam SEED gag doujinshi drawn by her. Both doujinshis were really funny, as most of the stories were poking fun at Yzak.

   Where to buy?
Twinbells Doujinshi Shop: This is the only real place I purchase my doujinshi from, about 95% of my collection were bought from her.
Ebay: a lot of people put doujinshi of various genres up for auction here, you just got to find them.

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