I file all my finished shops by MSC name and keep them in a small file cabinet (except Maritz, who has a drawer because of all the oversized banking folders). I'm about to box up my 2012 shops and start filing 2013 in there. I will save everything for three years after each tax return is filed in case I am audited. You don't need to buy banker's boxes -- empty copy paper boxes are great for storing old paperwork, you can sometimes get them from copy centers like Kinko's and they have lids. Label them with a felt marker with the year on it and store them somewhere.
I also copy all my recordings to my computer and all my images. They're scattered across three computers at the moment, but when I get time I'll use my backup drive and copy them all to a folder called "Shopping 2012". Since I copy them all the same day as the shop, I can always find them by the date stamp on the file since I don't bother renaming files.
Of course, I'm a bit of a pack rat.....
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I pray it does not occur that the last thing I did before I died was vacuum the house or eat broccoli.