I store my almost full set of DMC in 5" x7" ziplock bags in a single shoe box. It isn't fancy but it fits on the shelf where it needs to fit and I can easily carry it anywhere (including outside) when I anticipate a long session of pulling or refiling floss.
Each ziplock bag has 10 skeins of floss. The bag is split down the sides a little to make it easier to remove and replace the skeins. Each bag has a rectangle of acid free illustration board. One drawback to this system is that the numbers on the skeins are upside down. (I know, I know. I could flip them all over.)
I close up the bags by folding the plastic from the front to the back and the plastic from the back to the front. Then I use a small piece of clear tape to hold it in place.
When I want to remove a skein of floss from a bag I don't have to remove the bag from the box.
When I'm searching for "the perfect blue" I can pull out several bags, toss them on the desk, pick out the skein that is the best match and then quickly refile the bags in the box.
And if I ever needed to pack it all up I could lay all of the bags on their sides,
and put the top on the shoe box.
When I have cut thread to store away with a skein I roll it into a tiny skein,
and tuck it in the top band.
When a skein gets too thin and floppy I fold it in half and tuck it into the larger band.
I always thought that this type of DVD case would make a great floss filing system. This size has 150 hanging sleeves for 300 CD/ DVDs but I don't know how many floss you could put in each sleeve and still fit all of the sleeves in the box. I think I talked someone on 123 MB into buying one but I never heard how it worked for them.
For a simlar one see http://www.amazon.com/Aluminum-Like-Hard-CD-Case-Silver/dp/B0065E7VZW/ref=pd_cp_e_2