I got several of my modules from "collector" sites and one practice I've adopted is putting modules into polybags (like large comic book protectors). It should help keep module contents from getting lost and protects the outside covers as well. You can put in cardboard inserts to stiffen them as well, if they're too flimsy to stack on a shelf. In a pinch Glad storage bags will work as well, though they look a little funny on the shelf.
For boxed sets, I just pack them tightly or use good bookends (designed for magazines) to hold them closed. Polybags or storage bags are good to use to keep the interior contents from getting lost or damaged.
As an aside, I keep my D&D plastic minis in tackle boxes and metal minis in storage cabinets (the type you see for keeping hardware like screws, nails and other stuff). Home-cut foam lines the bottom of the drawers for the metal minis so they don't get scratched or scuffed.
The biggest storage problem I have is storing Dungeon Tiles in a way that makes them both easy to put up and find a specific tile. So far, I haven't really found a good method for this, they're all kept in tackle boxes at them moment - great storage, but can't find a damn thing when I need it.