I would suggest checking a store's website first to see if there are guidelines or a procedure for submitting a book. I would not recommend sending unsolicited copies - certainly not at your own expense. If you are going for local stores, you'll probably find that many of them will carry your book on consignment.
If you are reaching out further geographically, aim for stores that seem to specialize in the genre of book you write and make sure to let them know the ISBN and how to order your book. If you are self-published it will be difficult to get your books in stores outside your community unless you are making it available through Ingram or some other distribution network. Consignment is harder to do from a long distance.
Keep in mind - bookstores are already deciding between hundreds of new releases each week from established publishers with distribution. They have to say no to the vast majority of books that are released. Adding submissions by self-published authors to the mix (which are, by nature, more complicated for them to carry and sell in most cases), will be received better by some stores than others. Try not to take a 'no' personally - easier said than done, I know.
ETA: I know a lot about this from the angle of the bookstore, so if you or anyone else has questions or wants me to elaborate on the hows and the whys, feel free to ask!