Mate, that's the last time your getting paperwork.
I generally store it with the box of the toy. If I don't keep the box, then the paperwork all hits the recycle bin. I have no use for instructions so that's a large reason why too that I don't have teh same problem with paperwork. Other than that, I have a tech specs card/catalogue folder which is my primary source of storage.
The only thing that is loosely thrown around are my G1/Botcon tech spec cards. They aren't in a shape that's suitable for standard storage so they sit in there with a bag of very few backing cards that I've kept.