Back in May I did a post on using chess notebooks and earlier this month did one on Rolf Wetzell who suggested using flash cards, but I was thinking that if you have a program like Aquarium or Chess Assistant you could easily make a workbook with a three ring binder and a hole punch. Your workbook could be on anything: openings, interesting middlegame positions or endings. You can also make your own chess books and then save then in pdf format. The possibilities are endless.
It's probably technically not legal, but you could also copy games out of books or magazines into Word and then format the pages however suits you. One good way to do this is with a good Optical Character Recognition software program. The best free OCR program I have found is FreeOCR. It is very simple to use and supports multi-page tiff's, fax documents as well as most image types and has Twain scanning. Here is a sample page I created using Chess Assistant: