Oh! I make books too! Coptic stitch.
To fill the book, I either use high quality drawing paper or water colour paper, depending on how fancy I’m feeling.
I learnt about binding when I couldn’t find a day planner that suited my needs, so I decided to try to make my own. Google straight up told me that the coptic stitch was awesome. It takes a little while to do but the result is pretty serious. It creates a very professional feeling book that lays flat when opened, which is always nice, and they’re very sturdy if you do it right.
I don’t make/print my own paper for the covers or inner lining yet, as my crafting focus is currently pointed elsewhere, and I also have an embarassingly large hoard of fancy paper that I can/do use.