Laura Coia's idea is a good one if you buy those needle packs with different sized needles. I don't get those. I want one kind for each pack.
My method is one shared by one of my quilting friends. She just puts the needle package next to her machine. Others have mentioned that. But, here's the other thing that helps make knowing what needle to use easier. If I take a needle out of the machine that doesn't need to be thrown away, in other words, it still has some life in it, I will leave a little piece of sewing thread in the needle when I put it in the package. Easy, right? I no longer have issues about what needle is in the machine nor what needles are new or used.