The way that Vistaprint saves money is rather ingenious. They mail you the labels as sheets, and they send regular envelopes. See the picture. I ordered 480 labels, and got six envelopes. I was expecting a little roll, but I think their printing technology is cheaper based on sheets.
The labels I got were pretty plain, but Vista print offers lots of different designs. Unless you really like the roll form factor, give Vistaprint a try for the next batch of address labels you need.