I use "stitch bows" for my floss, then I just put what ever I need: floss, tiny scissors (I like the folding kind because I don't have to worry about something getting poked), needles and thimble (I like the stick on kind for embroidery) in a zippered pencil case. I am currently working on little 5" embroidered blocks and they fit in the case too so it is very portable and doesn't take up much room.
I like garysgal's idea too!