I always save all the extra parts, decals, and the instruction sheet. If there are some interesting sprues (like really straight and round pieces, or pieces with nice corners) I'll save them, too. If the box art really impresses me, I'll cut it out and file it away, too.
One crazy thing I used to do in the college years was pin the whole box up on the wall. I'd pin the bottom part of the box on the wall, and just slap the top on it. My walls were covered with gravity-defying model boxes!
Of course, my roommates thought I was nuts!