My favorite was the autograph book I made on Shutterfly. I uploaded all of my previous pictures we took at WDW and DL and grouped the pics so some of my pics of DD and characters had their own page and some up to 3 per page. Since I had, say, 3 pics of DD with Cinderella, I made that its own page and Pooh, Tigger and Piglet shared a page. I used a black background and took a silver Sharpie with me. The characters all loved it, commented on it, looked through it and talked to my DD about the "last" time they saw her. Minnie even took the time to draw a pic of herself on her page.
What I love is that it is not only a character autograph book, but it offers an opening for conversation between DD and the characters AND it is a great photobook of our Disney pics that we will keep forever. There aren't many things that you get signed that you really want to keep forever!
A couple of tips: Order when Shutterfly offers 50% off photobooks. I got the 8X8 book since it fit in my little backpack. Also, I take pics of DD while she and the character are interacting and they turn out much better than posed pics. This also saves a little time so people don't get irritated behind us for taking too long since we don't then have to do posed pics.