Eventually, you will need a place to put test leads *away* in, rather than just hanging them all up - you run out of wall. When that time arrives, I suggest using Ziploc or similar bags, with one (coiled) cable only per bag. Insert also a piece of card to stiffen the bag (and optionally carry a label), and arrange them in a drawer like an old-style card file. This makes for very compact storage, but with easy access. Make sure you use identical bags.
For scope probes, with their associated accessories, you can get more robust plastic wallets with a zip closure from Staples and similar places. An A5 size is just about right for most probes. These don't need any extra stiffening, and a label will stick to the plastic directly.