I also keep them in boxes. However, I usually trade them off after I build them. It's something about the adventure. Once the adventure is older, I'd prefer to look at it occasionally, then trade it off. Saving them seems weird, I guess. They are there, yet you never look at them, and can't display them. Cards are like mini-posters to me.
I will, however, change my stance as I complete these 99 Century Legends sets. I will keep them, and only either sell them as I reach old age, or pass them to my son, be he respectful and wise.