I have a few suggestions:
1. Put them in a photo album. You can get an inexpensive photo album and slide the pages into each one. You'd just have to slide the page out for the character to sign. We did this on our trip in June and brought along a small clipboard to put the pages on. It worked out quite nicely and the book protected the pages. However, it can be a bit bulky, depending on how many pages you print out. If you've flipped thru it enough, you'll have a pretty good idea where everything is.
2. Take them to Staple or Kinkos and have them spiral bound. It's not very expensive and it looks very nice. Just remember when you trim the pages to leave enough room for the binding. You could always leave a little extra and bind it for the trip and then cut the binding off when you get home and use them in a photo album or scrapbook. This is what we'll be doing this trip. It's not as bulky as option 1
3. Hole punch the page (again, leave enough room when trimming) and use ribbon or binder rings to hold it together. I've seen some very nice ones done with ribbons...punch in 3-5 places down the side...just don't tie too tight or you won't be able to turn the pages!
4. I've also heard of people using a ziplock bag or a small box to carry the pages in. I personally don't care for this idea. They could get pretty bent up if just in a bag, and a box would make it harder to find the correct pages (IMO)..Now if you did the 4x6 pages, I suppose you could put them in a little index card box in alphabetical order with the little a-z dividers, that may work too. Just bring along a clipboard so the characters can sign the pages.
Most people print on cardstock. I'm supposed to be finding out if 32 lb paper works or not..If I ever find my new printer cartridge..It wouldn't be quite so bulky as the cardstock. I just don't want the ink/signatures to bleed through too much to the other side.
I'll see if I can't get some pictures up of our June autograph books.
Oh, you didn't ask, but....I used different colored Sharpies. I picked a color to match the page/character. Mickey - red, Minnie - pink, Goofy - orange, etc... It turned out REALLY cute! (except for the pages where we forgot our Shapries and used regular pens)
Now that I've written a novel....I'm glad you like the designs. I'd love to see pictures after you've put one together.