There are no regulations making it mandatory to have your original I-485 receipt, but it is recommended by many people (including some lawyers) that you have a copy with you. The immigration officers don't always ask for it, but if they want proof of your pending I-485, have a copy just in case. As for 'issues' at point of entry, I believe I remember seeing issues of Time magazine in the waiting room once, but maybe it was Newsweek, I'm not sure.
