Instructions
Keep signed photographs, concert tickets, programs and similar items in a ring-binder, with each item in its own sturdy sleeve. Also preserve any proofs of purchase to show how you came by these items or any provenance -- i.e., supporting history -- such as a photograph of you and the celebrity meeting.
Mount the autograph you wish to display behind glass that is resistant to ultraviolet light. Most professional framers will offer this kind of glass in their range of products. To be on the safe side, hang the item out of reach of strong, direct sunlight. A useful additional touch is to attach any supporting provenance to the back of the picture frame, either directly or inside an envelope.
Place more substantial items such as signed caps, bats and so on in a drawer, cushioned with tissue paper. You can also display them on a shady shelf. As in step 1, retain any supporting evidence of how you came by the item.