I wanted a Moleskine Volant, but I didn't want to pay $3 each for them.
So I made my own notebook instead. It's A7, which is just a little wider than the Volants I'd been looking at.

I'd initially lettered the cover (to distinguish front from back) by hand, but wanted to make it a little more professional, so I bought a Fiskars Ultra ShapeXpress shape-cutter. Here's a video showing it in action. I printed out a template of the cover text, cut it out, and filled it in with my pen.
The notebook is ruled, and I keep a Zebra TS-3 mechanical pencil clipped into it.

Here's the PDF of the rulings. I printed it double-sided onto regular copy paper. Obviously, I made it for US Letter, but it would be no different for A4, because each section is a little larger than A7, for reasons that will become clear in a moment.
Once printed, I cut the sections out with a paper-trimmer, then used a “medium” rounded corner punch, bought at Target in their scrapbooking section, to round off the corners (square corners will bunch up).
The cover is scrap cardboard from one of my T-shirt packs, cut to size using scissors (plus a ruler and pencil to mark where to cut) and rounded off with the same punch.
The binding is simple enough: Two staples in the spine of the book. This is why the sections I cut out are slightly larger than A7: Each page is A7, but I included a 5 mm gap between pages for the staples to go in. (This matters more for the outer sheets than for the inner ones.) If I were to leave out this gap, or shrink each notebook page by 2.5 mm to compensate, it would be possible to get four notebook sheets instead of three from an A4 sheet.
With this, I have a pocket-size notebook that's very inexpensive (being made from materials I have anyway), recyclable, and customizable to my taste. For a future notebook, I might make it with half ruled pages and half plain pages.