Andy showed me this postcard holder, designed by GFSmith, this would be perfect for our own, as it doesn't need any adhesive and folds down from a square piece of paper.
This envelope booklet would be ideal, instead of being clipped together, a simple japanese bind would work well. The idea of having windows to display the work is also good, so people can browse through before they decide to buy.
http://www.behance.net/gallery/portfolio/439926