I use a mix of a few: screw-boxes and compartments, sometimes zip-lock bags, sometimes sellotape directly to a piece of paper/card or to the cover I removed, and sometimes screw them back into the hole after removing the cover (though only that last one if its a relatively straight forward cover and all the screws are still easily visible). Masking tape is also useful for writing temporary labels and notes on where things go, covering sensitive areas that wouldn't normally be exposed to dust and disassembly detritus, and taping loose wires out the way.
I'd definitely advocate making diagrams as you go and making parts lists as it's great practice generally, though I'll confess I don't do it nearly often enough.