When I went to Disneyland in 2007, I purchased a Disney Pirates of the Caribbean autograph book. It has plain, white pages inside and a skull on the cover. I have used it on multiple trips, marking each autograph with the date and park where it was collected. To use the autographs in my scrapbook, I scan each autograph and print it out sized to fit the appropriate page.
My favorite autograph book is the newest one. It is a Cars autograph book which is spiral bound so that it lays completely flat, unlike the Pirate book which is book bound. It has a pale background and Cars characters around the edges. It is much easier to use because it is flat and can be opened to a blank page and then handed to the character, preventing any fumbling for a blank page.
There are several Dis-Signers on Disboards that have designed some truly awesome autograph books that can be printed out and bound in any way you like. The pages have the characters image and name and a place for them to sign. The only problem with these pages, is you either have to plan out which characters you want to get autographs from, or you have to print all of them out and shuffle to the correct page for each character to sign.
An absolute must for collecting autographs is a pen. I've tried regular ballpoint pens, sharpie markers, and felt tip pens. A good ballpoint is your best bet as the others bleed through the thin paper of most autograph books. While the cute Disney pens are fun, they aren't always reliable. A regular ballpoint, preferably on the fat side to help characters with gloves to get a good grip, decorated with a few stickers if the kids think it's too boring, will give you the best results.
A few of the characters can't sign autographs due to costuming issues: King Louie can't close his hands to hold the pen, however, Buzz Lightyear has a stamp that he will use on autograph books. I would recommend having an autograph book for each child with their name and an "If found, please return to" label with the name of the hotel where you will be staying. That way, if a book is lost, it may be returned.
Finally, don't forget to bring your camera. While the autographs are great on their own, kids enjoy them more if they also have a picture of themselves with the character to go with it. And don't avoid a character just because you already have an autograph. The first time we saw Koda from Brother Bear, he was by himself. The second time we saw him, he had Kenai with him, so we got autographs again so that we could get both bears. As they both signed on the same page, it was fun to have the two different autograph pages.
Also, one trip we saw Belle 3 times on the same day at EPCOT. She was in the exit area for the Mickey and friends Meet'n'Greet. No one else stopped to see her, so we got to spend 5 minutes alone with Belle. Bean loved it! Later in the day, we stopped to see Belle near France. We were hoping to catch her with the Beast, but he was busy "cleaning the castle." About 10 minutes later, the Beast came back out, so we saw him with Belle again. At this point, Bean said, "How come I keep seeing you today?" and Belle said, "Because I enjoy seeing you SO much!" and gave her a hug. It was wonderful!
