Put each cone in a sandwich baggy or wrap with stretchy plastic wrap or buy the thread nets and then put them in a larger plastic bag or box. I use the thread nets and place the cone and any bobbins in the same baggie. Zip it shut...No tangles. I have a hard time telling cotton from polyester thread once it is on a bobbin so I have to keep the bobbin & cone together. lol
The precut thread nets are available here:
http://www.allstitch.net/product/ast...-pack-4967.cfm This is just to give you an example. They are, also, available in a roll where you cut off what you need. I'd shop a bit because you will find pricing is different from website to website.