There are so many alternatives to the traditional autograph book! My girls are not huge autograph collectors, so I've been sort of creative in gathering the character signatures so that the kids have a special keepsake.
One thing you could do is a plain photo mat - the kind you would put in a photo frame around a picture. I have one on my wall, signed by all of the girls' favorite characters, and the photo is one of the kids with Mickey Mouse. It's a great reminder of a wonderful vacation. Small photo albums are also great - have a character sign a 3x5 index card, and you can insert it into the album with a picture of the kids with the character.
Another option is storybooks. My kids are voracious readers, and I know having character autographs in a book they can read would add value to the autographs. I bought a book about Winnie the Pooh to take to Crystal Palace with me, and had the characters sign the book. It originally belonged to my now 19 year old daughter, but the younger kids have cherished it as well. I also have a book signed by Mickey and Minnie, and another that we took to Cinderella's Royal Table that has quite a few princess signatures.
T-shirts and hats or other wearable accessories are also great for autographs, but keep in mind that a character cannot sign clothing that is being worn. I've seen them sign backpacks, tote bags, and even fabric squares that would later be turned into quilts.
I hope that helps give you some other ideas! Have a wonderful vacation!