No one has mentioned (or maybe I missed it) pizza boxes to separate projects....easy to stack....and to carry. I went to our local pizza restaurant asn asked if they would sell me a couple and she asked if that was all I wanted; so I said to make it 4. She gave them to me FREE.
I don't have room on my wall for a spool holder, but I have lots of shelves, so I use a graduated spice shelf (one that has 3 levels and telescopes out from maybe 6" to 12" that I found at the Container Store) for stacking my thread spools and cones.
Great idea to insert a Q-tip for stacking a matching bobbin on top of the smaller spools. I haven't mastered a method for matching up cones and bobbins yet....any suggestions?