I use 2 different 10-page bound sheet protectors. You can ask for them at any office supply store, although sometimes they run out. Basically, they are just 10 sheet protectors that are clamped together where the 3-ring binder rings go. I use one of them for all my DM stuff: bad guy stat blocks, treasure, DM maps, etc. The other one has Player stuff in it: maps, general notes, and anything the players would like to add.
These make it easy to keep player info in one set of sheet protectors, and my DM info in another one. I can easily transfer pages, and let the player's sheets stay out on the table for anybody to look at (including me) all in one convenient mini-binder.
For simplicity's sake I try to keep only enough for the current session in each set of sheet protectors, but sometimes I'll double-stuff the pockets with an illustration page, and then pull out the picture to show the players during the fight, often clipping the illustration to the back of the DM screen.
When tracking HP, I use a bubble-row system like what is used for ammunition on some character sheets. I just mark off bubbles (hp) as I go. And since I don't want to have to pull pages out if I dont have to, I use a post-it to do the HP once combat starts and just stick it next to the stat block.
For quick-reference and bookmarks nothing beats post-it notes!