You don't, in point of fact, even need to do any of the above (though you certainly can if you wish). Contacts can print labels directly, simply by selecting a group of addresses (I have a smart group called "Complete Addresses" for exactly this purpose), choosing to print, and specifying "Mailing Labels" for the "Style" pop-up button. Then simply choose the Avery number of the sheet you've chosen, and click OK.