I was just on the Christmas 2003 Magic cruise and I had 4 pillowcases signed. We took our own new, plain ones, 2 blue and 2 pink, that I got for a very reasonable price at either Taget or Kohls. I put them in a gallon zip lock bag along with a pckage of colored Sharpies. We put our family name and stateroom number on the bag and took it to Guest Services. On the last night of the cruise, we picked them up, all 4 signed, at Guest Services (don't forget them!).
I will say that the person at Gueast Services tried to get us to get our own signatures of the characters around the ship. Since my DDs are teens and a little past getting character signitures we really didn't want to have to do that (but who knew how excited they'd be when they got invited to a character breakfast!) I explained that we were in no hurry and that I didn't need them for Chirstmas Day or anything, that the end of the cruise was fine, and then he said OK. I think many parents want them back real quickly, so if you can be patient it's easier for them. My only disappointment is that the cases were all signed in one color, not multicolors, even though the milti-colored Sharpie package was in the bag. (The light blue cases were signed in navy and the light pick cases in red--so it's still very cute.)
They look great and it was all worth it when we got off the ship and gave one each to my neice and nephew in FL, where we stayed for a few days after the cruise. The other two were for my girls--even as teens--they'll never grow up when it comes to Disney! We all love it!