We just went to DW for our first time in Jan. 2005. My two girls and I made autograph books before we left. I cut colored cardstock to about 2.5x3.5 (really any size you want, I found I probably should have done it a little bigger) then cut two cover pieces just slightly bigger. I had the cover pieces lamenated after the girls put stickers and their names on the covers. Then I punched holes (time consuming!) along the one side, two holes one top one bottom of all and bought what I call "o-rings" at the office supply store to insert through all once the holes were puched.
We also bought the new Sharpie retractable markers for the characters to sign with and they worked great...no tops to worry about losing.
Anyway, the girls each picked a small photo album at DW and when we got home we unassembled the autograph books and were able to put their pictures on one page with the characters autograph next to it on the other page. They love their books and its fun to show to friends!