I have them all organized by year in a card box. I used to put them in an Excel sheet as well, but wasn't motivated enough to do the upkeep.
I collect Peyton Manning and Griffey Jr.
My Bucket: http://s444.photobucket.com/albums/qq164/soccerscrub78
My Bucket: http://s444.photobucket.com/albums/qq164/soccerscrub78