Along those same ideas as above:
I keep the original cardboard page they come in, and I print out a pdf page of each pawn sheet.  Then I slip both the pawns/cardboard page and the pdf page into 8.5x11 sheet protectors.  Keeps the pawns from falling out of the clear sheet protectors, and once I remove a pawn, I can see the pdf sheet below to know where the pawns go back in place.
For now, I keep binders of all the sheets.  (One for beginner box, one for bestiary, etc.)