I have a bunch of 5" X 10" plastic bags from when I was selling crafts (you can also use zip lock sandwich bags). I put the large cone in the bag with any bobbins that I've wound. I push the bottom of the bag into the base of the cone to secure. I throw the bag into one of 3 bins, sorted by color: Cools, hots and neutrals. With whatever method I tried in the past, I had a problem with thread tails going everywhere and then how do you keep the bobbins with the right cone? The cones don't stand up in the bins, so I might have to dig around a bit but this method works for me. Keeps the thread clean, bobbins with the correct cone and no thread tangles.