Hi Jake,
Autographed 3 x 5's and GPC's (government post cards) have been the staple for collectors that requested a player's signature through the mail (TTM) since about 1940. GPC's are different from 3 x 5's because they typically were directly mailed back and have a postmark that dates the actual granted request to the fan. 3 x 5 postcards are small and can be easily stored. In addition, they can be matted for use should you ever want to frame a photo and a signature of a player together
That being said, things are definitely changing, because today's athletes are very reluctant to sign for free, especially 3 x 5's.
Full disclosure:
In my collection I collect the signatures of all no-hit pitchers. My collection is very heavy in GPC's (my preferred medium because of the date) and 3 x 5's. With earlier autographs I definitely prefer fountain pen. When autographs pre-date 1940, it's common to find to autograph cuts are the only available medium.
I hope that helps.
