Frames, on the wall, on the desk, sticky tape?
I personally use foam/plastic boards from an art shop which I got laser cut to A4, print my own shots and velcro the mounted shots to the wall 4x4 - although I have shitloads of boards so I can interchange the shots whenever I want. I have plans to expand my montage but I'm happy with 16 boards for now.
Here is my setup:


Show us yours, if it is a bit alternative give us an insight into how it was done.
Harry