I bag & board my SW. I bag my box sets with Life magazine size bags and store then on the long edge. Also place some bubble wrap inside to take up space that could result in dishing. I've been running a dehumidifier the past 3 or 4 summers, keeps the game room / library very comfortable.

I also make detailed contents/condition notes when I put things away- details in a spreadsheet and a little shorthand code on a small adhesive label. Keeps me from have to handle things too often to figure what print I've got - you know in case of a collecting emergency

Tszii wrote in Safely Storing Box Sets and Shrinkwrapped Modules:Cool dark place.

In other words, a dungeon.

That is good advice already.

I might add that depending on the value you might want to open box sets and bag the contents for separate storage. Even shrink box sets can get mouldy inside with temp change. Also I used to use bubblewrap for packing inside as well but I did read something about how as a flexible plastic it can stain over a few years. I have never seen any evidence of this (and one can go mad trying to make everything perfect) but have nevertheless (mostly) replaced it in box sets.

The main deal is keep them out of the light and keep the temp stable. Oh, and buy a few extra copies just in case  

I know this is an old thread but I wanted to chime in with something that has worked very well for me thus far: archival boxes.

Bagged or unbagged, I find that 3ish boxed sets will fit in these Gaylord Archival Boxes with a little wiggle room:
gaylord.com/Preservation/Document-Prese ... p/HYB02293.

Two things to note:
1. there are different sizes - these are just the ones i like
2. shipping will add up fast. i bought something like 20 and once and the per box price became less painful

Hope this helps