at first, I just let them hang off my foam heads. However, I dun have enough heads for that and I have misplaced everything after moving 2-3 times now.
generally, they're either still in their packaging, or some other bag I found.
not the best way, but I figure its better then nothing
also, for the long hair wigs, I wrapped it around at various point with paper towels and then folded it to help prevent a super messy tangles.