I pretty much do all of the above -- and I have a nice design wall, but normally I start something without finishing what I have going so I lay a sheet (preferabley flannel) or extra piece of batting on the bed, transfer the blocks and then fold it up (normally I mark the first block in a row -- lately I have been using those little "clothes pins" that have a red side and a white side and write a row number on the end). Since I have several UFOs going, I pin a label on the "package" telling me the pattern and where to find the pattern. I tie it with long selvage strips that I tear off of the strips I use for binding.