I guess I'm in the minority here. Our first trip was in April with my boys 3 and 5yo. I did bring 2 autograph books, but chose not to use them. Since this was their first trip, I let them just interact with the characters, play/hug them, and take pictures. They didn't seem to notice other kids getting signatures. I'm actually glad that we didn't do it. My boys were not afraid of the characters and immediately intereacted with them, so that helped a lot. I may have used the books if they were timid.
However, we have another trip coming up in mid October, so I will debate about using the books then.