What we've done is:
get a spiral bound notebook of cardstock that's about six inches long and five wide;
get a piece of sticky-backed Velcro;
a fine-tipped fat bodied Sharpie in my DS's favorite color, blue;
put the Velcro on the cover of the book and the pen, so they stay together when in the backpack;
Decorate the front of the notebook with Disney stickers, and DS's name;
When asking for the autograph, say Please and Thank You; and prompt the character to write only on one side of the paper;
Take lots of pictures;
So when the book is read, the autographs are only on one side, leaving the opposite side free for photos and stickers to be added;
Additional touch, the pages can be laminated or otherwise preserved.
The notebooks have very firm covers, so there's no worries about bending them. They come in many colors too. Sharpies also come in lots of colors and are easy for the characters to get their (often gloved) hands around. Also the size of the pages lends itself well to the characters who like to draw little pictures or doodles or say more than just the name; Lunar Wolf Power Ranger for example draws an awesome signature, and both Mickey and Goofy drew stuff at least once for my DS.
Honestly while the premade ones are cute, they're all the same. Making your own means 1. you've saved some dough, and 2. It's totally unique for your child.
have fun!
peace,
figgy