I have bound and unbound music.
The music that is bound with comb-style binding I play as is. For other music, I will find a copy (often IMSLP) and print out a pdf copy (or make my own copy or arrangement using MuseScore or the equivalent).
For the loose pdf printouts:
1) Non-current--place in one of those plastic sleeve holders with three-ring binder capability and put it in a three-ring binder. I don't like to play from sheets inside the sleeve holders--the glare is a problem and early on I might write a fair bit on the sheet.
2) Current--I use colored manila folders for each piece. I can go straight to a particular piece and besides, the rainbow effect is cool. The manila folder helps keep the sheets upright on the music stand and can even be used to extend the music stand.
I print on a single side (no page turning) and tape two sheets together, side by side. That also helps stability on the stand, along with the manila folders. Using the manila folder extenders/supporters, I can get four sheets in front of me. If I ever get to longer pieces, I'm in trouble.