I have an Excel spreadsheet that lists each pin by Pin Pics number, along with how many of that pin I have (if I have multiples), and what I paid for each pin. Whenever I trade for instead of buy a pin, I list the trade value of the old pin as the new pin's price. The spreadsheet doesn't include tax or shipping in the listed price; I just figure that's the cost to play, so I ignore it.
My iPhone has an app that lets me look at PDF files, so I turn the spreadsheet into a PDF that I can put on the iPhone and take to PT events, which allows me to check the price of a pin before trading it away. (In the heat of the moment, I sometimes forget to look at the PDF, so in practice, the PDF is less useful than it ought to be.)
Before each PT event, I decide which of my many wants I'm going to concentrate on at the event. I make a Word table, copy and paste Pin Pics pictures of them into that table along with their Pin Pics numbers and name, and hand that to other traders at the event so that they can quickly tell me whether they have any of those pins for trade.
All this should be in past tense, though, because I'm not trading now. But the Excel spreadsheet is still essential as I sell my collection, because it lets me know what I paid for a pin and, therefore, what price to ask.
I've never done anything to save my references. I'm not sure what printing them out would accomplish. Couldn't people just fake a print out?
(Going in the opposite direction of this thread's topic, I've always wished that Pin Pics allowed us to add comments to each pin listed in our collection on Pin Pics so that we could state the pin's condition and price. The comments would be private--not for other people to view, but just for the collection's owner to view.)