Hey Tim...I can only speak for myself personally but how you store them greatly depends on what you have and how you like to view them. Building them also varies by condition you are looking for, availablility and how you plan to go about building/completing (via ebay/auctions/shows/trading/etc.).
My most recent examples of sets I have built are the 1957 and 1958 Topps baseball sets. I store them in binders as all of my set run (1957-1978) is in binders with the exception of 1979 onwwards (boxes). I don't have many (any really) shows nearby with vintage in the condition (ExMt+) I like and when I do go to National each year I prefer to spend my time on other interests. I bought large, condition sensitive lots/starter sets on eBay. Ended up with about 2K-3K cards of each year...went through them and picked the best...sold the rest. It was the first time I tried this method...and I think with vintage ....at least the era I was working on....worked great. I spent $15K on the 1958 set...sold $9K of that and ended up with a solid ExMt++ 1958 set for $6K. The 1957 Set I have about the same into it but am down to about 8 cards with I have been sitting on for some time as they are some big ones (Robinson RC's Aaron, Mays, Williams, etc...no MANTLE!) and as I prefer to buy raw due to the crazy mark-up of graded...I like to see thos cards in person when buying. I know $15K is nothing to a lot of people on here for cards....but again depending on the set this method can get $$$.
Good luck!
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