Um YES. I have eight of those plastic magazine file things lined up on the window ledge, full of programmes and Playbills. Apart from the ones that are too big to fit, and those are wedged between the wall and the first file. XD You never know when or what you're going to want to look up, I wouldn't dream of getting rid of any. Although I'm going to need a bigger window ledge soon...
As signed ones go... I have a signed London 'Wicked' (most of the principals), Broadway 'Aida' (Adam Pascal), London 'Follies In Concert' (Philip Quast), and Cardiff 'Jack And The Beanstalk' (John Barrowman). I try not to buy souvenir brochures, because that's an expensive habit I DON'T want to get into, but I still managed to get a signed London 'Evita' one (Elena Roger, Philip Quast, Matt Rawle).
My favourite? Well, I really like my 'Masque Of The Red Death' one, and all my RSC Histories ones. Mostly due to their informative natures, I guess. But the rehearsal pics in the RSC ones are great. There were some really hot guys in the Histories ensemble.