Haha! I keep everything! I have backcards and pamphlets- I actually just framed the g3 poster with the "live" ponies on it, and a couple of backcards just to fill the frame in. I couldn't find a 12" by 12" frame in the "cheap frame" aisle!
All of my paper stuff like that (g2, g3, and g4, plush whatever g1 I managed to pick up) is in a bucket with a lid, because I used to have to store things in the basement and I was worried they would get wet. It works really well and keeps everything contained, but I should decorate the bucket. It's a kitty litter bucket, and doesn't quite match the Pink-ness of the Pony Room.
When Wal-Mart had those posters a few years ago, I framed the wedding one with a few little pictures from a pamplet, and it looks really cute. I even wrote my name on the invitation. (I think it's adorable!)