I've had this questions asked of me numerous times, and I've seen others discussing this issue in the Stitcher's Guild SFD Forum. So let's take a look at what your various options are.
Depending on your storage space in your closet or sewing room you may want to implement one of the following.
Folded in Envelopes
You can always fold the vellum patterns. Only make enough folds to put the pattern into either a manilla envelop or plastic bag. If it's a manilla envelop, the 9.5" x 12.5" size works well. Make sure you label the envelop, tape a swatch of fabric to the outside, and if you have a photo of (yourself) in the finished garment, print one out and tape it on too. Or, if using a plastic see-though bag, the 1 quart size work really well. Pin a swatch of fabric to the pattern and of course, label the pattern with a date drawn. This way, it's quick and easy to identify what you designed, what fabric you used and when you sewed it. Then just stack the patterns in a box. To re-use this folded pattern, you can always gently press the vellum with a low heat - DRY iron. Press just on the crease and only enough to flatten.
Rolled on a cardboard tube
Toilet Paper Tube
Just simply rolled & rubber-banded
My favorite is rolled on a hard cardboard tube. Please share your favorite storage system in the Comments box. I know others would like to know what you do too..