SMD devices like resistors and capacitors can be stored in tiny plastic boxes such as shown here.

Make sure the label is written in fade-proof ink and that the labels won’t fall off within a year. I used tiny EPROM labels which are designed not to fall off, but they are expensive (I had lots spare). Traditional paper labels are fine as long as they have high quality adhesion.
Other components can be labeled with a paper sticker (or stuck down with ESD-safe tape for all components):

For all semiconductor components, keep items like antistatic foam, antistatic pots and boxes handy. I also use metal boxes for some components although there are differing schools of thought on that. Some components (e.g. diodes or BJTs) can be stored in paper envelopes.
Keep an Excel spreadsheet of inventory to save accidental reordering costs.

A good source of antistatic storage is from Vermason. A low cost mat for working on can be obtained here and it can be cut if it is too large.