All I've done here is cut off the front cover of an old three ring binder, the kind that has the clear plastic pocket on the front.
On the clear plastic side I keep my price list (which I keep track of on an excel document with really small type).
I use a large pad with sticky on the top on the other side to keep my regular grocery list (for example, here I was using some prescription pad I got free somewhere).
Any stores I am using coupons at (CVS, KMart, Rite Aid, etc.) but am not buying a TON of stuff at I write the list on a small post-it note, paperclip the coupons together and stick them down in the pocket.
I usually put my small calculator and a pen in the front pocket as well.
I love having everything in one place and it's nice to have a firm surface to make additional notes on or to cross things out on my list I as I put them in the buggy... I can't shop without crossing things off... it just doesn't work.
It's not glamorous by any stretch of the imagination, but this system works for me. Check out We are THAT Family for other WFMW tips!