I keep one wrapper of every product. I usually only buy one pack of each anyway. They compress down pretty good and I have them all in one box. As for the empty boxes, I cut out any pictures of cards and make mini blank back cards out of them and keep one of each in my collection. I know they are worthless . . . for now.
My Huge Wantlist: http://www.zeprock.com/WantList.html