Small prints (smaller than, say, 6x9 or so) don't work so well on a wall, individually. If you have a series of decent but not amazing photos from a trip, though, it's a good idea. If you're going to have one frame with a bunch of photos in it, it'll look better if they are themed - for instance, photos from a fall foliage trip, or from winter - if they're disconnected it'll probably be a discombobulated mess.

Photos look best when matted and framed in general, which also allows you to use a larger frame with a smaller print. So you could do, say, a 6x9 in an 8x12" frame. The advantage of the smaller size is that it looks sharper. The mat gives the photo some separation from the frame, and allows you to crop as you want, and the photo won't look funny. You can even mat a diamond shape, a circle, or even something really weird like a triangle.

http://www.picturethisframed.com/2559b1d.html

This kind of treatment is for your best photos. A general rule of thumb is that you should use a print size ~1 smaller than what the frame is for when doing a mat. So, 6x9 in an 8x12, 8x12 in a 12x18, and so on. You can go with even smaller prints than that, but it doesn't work so well. A nice thing about it is you can cut your own mat, and crop and cut your photo however you might want to.

You can go as large as 20x30, but I find that overkill. I recently did a few 16x24" prints, and for my apartment, they are simply too big for frames, at least. They look fine, I just don't know where I'd put them on the wall. They look better more or less as posters. I might mount my large shots on some particle board or something. I find 6x9, 8x10, 8x12, 11x14, 12x18 the most manageable sizes. If you go bigger than that, make sure you want that photo to dominate the wall, because it will. Get a yardstick and make an imaginary square on your wall, just to comprehend how large it is - and if it's framed, make it significantly larger still.

There are some other interesting display options if you don't mind paying for it. You can get things printed on canvas, but here's probably the best looking display piece:

http://fotoflot.com/#

That gets you away from a frame, mounts on a wall, and makes a distinctive impression. But it's not cheap.

Hopefully that gave you some ideas.

I would do off the rack frames, but not combine several into one. Several smaller ones with one larger one would probably look best.

Many off the rack, plain black glossy frames are indistinguishable from more expensive frames. A good bet is to do a nice job matting--you can do this yourself with an Exacto knife--in a frame one size up from the photo you're putting into it.

A3 size is just nice.