When we went to DL a few years ago, I found pictures online and printed them on cardstock then had them spiral bound. It was fun having a page for each character. When I got home, I had pictures printed of each girls with the character and put them in a scrapbook together.
When we go to WDW, I don't want to carry such large books (had a stroller last time), so I am going to buy each one of them a spiral bound index card book they can use for autographs. The girls can carry them in their fanny packs. After we get home, we can come up with something fun to do with them.