I have a number of autographs, but the only ones I display are my signed McCabe and Mrs. Miller, by Robert Altman, and The Big Red One, by Mark Hamill, Robert Carradine, Perry Lang, and a number of the rest of the cast (though I should throw up my Top Secret signed by David Zucker and Jim Abrahams). Mostly I display these because they're posters, and posters and frames make sense to me. And I like having sometyhing awesome for people to sign as well. When you have a 30 year old poster, or something like that, often the eyes light up much more, and they're more likely to get into it. And I like having more of a personal interaction than just being a person in line.
I've got a number of signed set lists, but framed white paper (or in one case, a paper plate) doesn't make a lot of sense to me, while - say - framing my signed Criterion Videodrome ruins the whole idea of the thing. I was talking about this with a friend, and she takes pictures. Pictures are sort of better, but I think better for her cause she's a girl and super cute. Then again, I just got my picture taken with DICK MOTHERFUCKING MILLER. Signed headshots, living in LA as I do, I would never frame because then it'd be like turning my place into a restaurant.