Mine live in a “preloved” box that had once held some sort of laboratory apparatus, and is divided by vertical partitions into cells conveniently the right width for the wheels. Easier to use than a “towers-puzzle”.
And there they slumber, each in the polythene bag retaining its label from its purchase from the Myford exhibition-stand, as I have fitted a gearbox to the lathe.
The one wheel that does hang in its little bag above the lathe, is the 12T tumber output pinion, for cutting threads finer than 28tpi: most of the time I use the stronger 24T pinion and set the gearbox to (cut tpi X 2).
One of my fellow club members reverted his Myford lathe from gearbox to change-wheels, actually finding that more flexible and more convenient for his purposes. I have kept all my lathe’s original parts to retain that option.