Me again.
I just realized you asked if we keep them together by set, etc. i think it just depends on your purpose in collecting, what is the best way to do it. My purpose in collectingis to make a big zoo diorama, which will hopefully be set up permanently someday. So every time, I buy a set, it is for parts I think I can customize to use in my zoo. Therefore, it works best to organize by category, which means I have very large, 20-gallon containers.
If you are planning to customize the little people, as some here do, then lots of tiny drawers for sorting wearables, hair, heads, and arms are useful.
If you plan to collect several themes, then you may want to organize by theme, which will also mean big boxes. And if you are collecting with the thought in mind of selling them eventually, you may want to try to keep sets together.
No matter what, I advise having a special place, a special drawer, where you put
all instructions
as soon as you have finished putting a set together. There's nothing worse than having a large, complex system x building with no instructions because you misplaced them.