I had my faculty bring me all of their boxes (cereal, cracker, cookie, etc). I cut them so that they measured 9" x 12".
First, it was easier to get through all of the paper and cardboard.
Second, I didn't want anyone poking themselves with anything smaller.
These worked really well. I threaded the needles for them for time purposes, but you could always allow the students to do it themselves, if you have the time.
The students used their threaded needle to sew their pages together. I did all of the knotting (again, time constraints).
I don't know if anyone has seen all of the fun duct tape that has come out lately, but I have been collecting it every time I go to Walmart. Each student was allowed to pick their tape and this was used to bind their book.