It was wonderful - and personally, I didn't want to get into the autograph game (waiting in long lines everytime you see a character just to have them write in a book that you have to make sure you have on you at all times, including a pen!)
We sailed on the 3/13 Wonder, and dropped it off the first night. Someone here gave me the idea of taking a picture - my girls dressed as Ariel and Flounder for Halloween - and transferring it onto the pillow case.
You have to put them in individual ziploc bags, with sharpies - I, too, used colorful ones.
My DH went and picked them up the final night - and they are charming! It was a goodbye gift to my girls, and they love them! (signed by: Mickey, Minnie, Donald, Daisy, Chip & Dale, Pluto, Goofy - AND ARIEL!!!!) They girls don't know how to read yet, but they know every characters autograph.
The people at Guest Services were very kind, and never even questioned it.
Good Luck!
Also, you can do a search on this forum under pillow cases, and you'll see many posts about this subject. There are lots of good ideas on how to do it.
Kristin