Our UX Director, Alex Morris (@aexmo on Twitter) just showed me a nifty little paper prototyping kit called UX Pin.
UXPin Portable Kit was designed to let you easily document one web project. We provide you with basic user interface elements (buttons, combo-boxes, check-boxes etc. – 50 each), universal elements (to easily make menus, lists, boxes – 50 each) and 50 pages paper browser notepad. Everything is smartly packed in beautiful hard-cover, so you can pass your prototype to your teammates and don’t lose anything.
My only beef is it doesn't leave too much space for annotation or notes. The plus side is, it's got me thinking about grid sketch books.