Years ago I started to copy the conference talks as soon as they came online at LDS.org into a word doc and then printed them out double sided and "bound" into a book.
I didn't like marking up and hogging the Ensign as well as the paper in the magazine did not lend itself to easy marking up.
I know people who have taken the printed pages to their local copy center to be bound in a spiral wire or a hard bound.
The best advice I can give is from a talk by Elder Oaks: ”Last year a church member sent me a suggestion that someone prepare a book containing all General Authority interpretations of all verses in the scriptures. I replied that I thought this was not a good idea…. What we are seeking to accomplish… is not to magnify the standing of the prophets but to elevate the spirituality of our rank and file members. Like Moses, we declare, ‘would God that all the Lord’s people were prophets, and that the Lord would put his spirit upon them!’ (Numbers 11:29). We encourage everyone to study the scriptures prayerfully and seek personal revelation to know the meaning for themselves.” (Elder Dallin H. Oaks, “Scripture Reading and Revelation”, BYU Studies Academy Meeting, January 29, 1993)