I wind them all onto bobbins and keep them in a floss box... three, in fact, I have so many! Four if you count the one that's got the few Anchor threads, the other three are just DMC. They're all stored in numerical order.

For the threads I'm using for the current project - I pull out the required numbers and put them in a smaller floss box and just work from that.

BW
I am similar, except I really only have DMC. I also have working cards with the main threads I am using, cut to length and with the chart symbol. I find I need to do this mainly with the combined threads, a bit of work to set-up but means once I get sewing I can just concentrate on that.