Yeah, I've done and do things that are similar to what the rest of the guys have said.
When I was a kid, I got the idea to cut the box lids apart and frame the art. I did that with the boxes from Revell's 1/720 ships, for example. And I cut the side panels apart, to collect the images like baseball cards. Of course, my imagination was far in advance of my skills or available tools at the time, so it was a hack job.
Today, I accumulate boxes to put a bunch of them into a frame as a sort of collage. For example, I've got a lot of 1/1200 ship kits. Some are old boxings, like Pyro or Eaglewall, others are later, like MPC, ESCI or Revell. I can arrange them to fit in lucite photo "box" frames that are about an inch deep or so, and then hang them up.
I stow instructions in clear document sleeves in a binder, and keep them with my other reference binders. I have collections of things like tobacco cards, post cards or cabinet photos, for uniforms, and I keep all of that stuff in three-ring binders.
I saved instructions when I was a kid, but I don't know what happened to all of that paper. That included most of Shep Paine's "Tips on Building Diorama" sheets, too. I think it's all still at my dad's house, in the attic, but it's been over thirty years since it's seen the light of day. In the meantime, I've picked up other copies of the "Tips" brochures, to have hard copy of them.
I'm with GlennH, too, about more extensive info in instruction sheets. When I was a kid (b 1964), I learned a lot from Monogram's and Revell's instruction sheets. They didn't just write, "Glue part 13 to part 14," but the sheets would say, "Glue gear box 13 to front cylinder row 14", things like that.