I've been planning on making the kids colouring/activity books for the flight, but I never thought to have any of the characters sign them! What a great idea!
There are a number of websites you can check out for colouring pages and printable activities (puzzles, travel journals, dot-to-dot pictures, word searches, etc.)--here are some:
http://www.crayola.com/free-coloring-pages/ (Disney-specific as well as general pages),
http://www.disneyzone.net/puzzle.htm (wordsearch puzzles),
http://www.themouseforless.com/downloads.shtml#kids (travel journals and word searches, as well as luggage tags and autograph pages),
http://familyfun.go.com/printables/ (Disney and general themed puzzles, colouring pages, mazes and other printables),
http://www.nickjr.com/blues-clues/ (for Blues Clues' specific printables)
--as well as all of the Disney specific websites (Disney Princesses, for example, has tons of Princess-themed puzzles and activities, should Rosie be interested in them--which I imagine is the same for Disney Playhouse (for Mickey), Pixie Hollow (for Fairies) and Pirates of the Caribbean websites).
Then, I would probably print the pages off on cardstock (for durability) and then take them all to Staples to have a laminated cover put on them and bind them with those plastic binders. Will make it last longer and give it some sturdiness when flipping pages.
My final advice: Bring some fat crayons or thick, stubby markers for the characters to colour the pages with. Those gloved hands make holding tiny crayons pretty difficult I imagine!
Have fun!