I currently have one of the double sided plastic thread cases from Connecting Threads. It is full, so I have resorted to small plastic bags that will hold two spools, and the accompanying bobbins. I cut the thread colour label off the plastic wrap from the spool. By putting two contrasting colours in one bag, I can be sure that the colour (eg "midnight blue") is the correct name for that colour because the other one (eg Goldenrod) is definitely yellow. This helps when I want to reorder a particular colour. I don't have to guess.
My long term plan is to make some sort of insert for my desk drawer with either golf tees or dowelling or nails to hold the spools in a staggered pattern, with enough height for the bobbin to fit on as well. Then I intend to cut out the label and using a paper punch, put a hole through the middle and put it on the post before the bobbin and thread spool.