Making a thick pamphlet
I created a page with instructions for this. You can find it at Instructables – Big Pamphlet
The strategy that I took, which seemed to work well, was to sew it all together before even trying to fold any of the paper. I knew I wanted to drill the holes for sewing and although I could get them in a straight line easily enough it would have been challenging to be trying to line up exactly with a pre-existing fold.