I have a really neat shed that I saved from a fat-tail I owned a few years back... It was of her head, and was very complete, so I gently affixed the shed onto a piece of black construction paper with a little glue. Then I got a laminate kit (originally for photgraphs) and sealed it. It looks great, and is still in wonderful condition.
As for larger sheds, I would apply a fixative, like those artists use to keep pencil and charcol drawings from budging.
One thing with the laminate: it is not forgiving if you misposition something, so make sure to practice on some 'test sheds' first. =)