I think my favorite thing of both my trips (yes, I've only been twice) was designing DD's autograph book and seeing the extra interaction that occured between her and the characters. Here's what/how I did it:
-Start planning early. I scoured the internet for all the free Disney clip art I could find and saved it on my computer.
-Buy a three-ring binder and paper. Get your kids involved in this. Let him/her pick out the binder. It should be big enough to hold 8x11.5 paper. Also, have them pick the color of the paper. I went with card stock, and found 8x11.5 multi-pack. DD chose the pastel colors.
-Using Micrsoft Word, I changed the layout to landscape. Then, I inserted the clip art in the corners, and added borders or other clip art. DD helped with this, too.
-Print, punch, and insert. To make it easier, I bought page tabs, and labeled each character individually to make it easier to find the character.
Each character has 2 pages, either a 2 sided page, or 2 pages facing each other. One is to sign, the other is to insert a picture after the trip. So, not only do I have an autograph book, it's also an instant scrapbook of our trips.
If anyone wants to PM me their e-mail addresses, I'll send you the pages in a .zip file.