Mine all fits into a rolling cart. Most of my thread is cotton; either Aurifil or Connecting Threads. Those are all comingled and sorted by color. My few cones of poly are together in the bottom drawer.
My embroidery machine is upstairs in a whole 'nother part of the house, so all my embroidery thread is kept separate, in boxes that go into the drawers of the stand the machine sits on.
Some day I hope to have enough space to put all my sewing machines (and thread) in the same room!