(Um, yeah, you do remember the randomness I warned you about, right?)
Okay, so maybe bookmarks aren't that random. But they are important. If you didn't use a bookmark, you'd run the risk of opening up to a page further on and seeing a spoiler.
But I don't usually like bookmarks that they sell. They're too big or they have too many pictures or I just don't see the point in paying money for them. Yet neither do I like to use old receipts like some people.
What I use depends on what I'm reading. If I'm reading something with a touch of some form of suspense, I use a piece of white cardstock (cut just smaller than an index card.) That way, I can cover up the lines I haven't read yet to keep myself from skipping ahead in excitement. I used to use ribbons a lot, which was kind of nice because you could twist or chew them nervously while you waited to find out if Sam was going to win the fight with Shelob. (You should know this, but if you don't, that's from Tolkien's The Two Towers.)
Third option: a small rectangle of green cardstock. I have a few of these that I decided to recycyle as bookmarks instead of throwing them away. Oh, and let's not forget the handy already-present ribbons of the old Barnes and Noble classics!