I use the craft boxes from Joann's with the good handles and catches. My thread won't sit on the small thread spools in the box so I just discard those.
I mainly buy the 1100 meter cones in sets. I keep the sets separate, and label the boxes as 1 of 3, 2 of 3, 3 of 3 and the name and type of the thread. I travel in a motorhome & take my sewing/embroider combo with me. It's very convenient to be able to pick up the 3 boxes and know I can make just about any pattern.