my senn hd 600s are stored in the very same hard cardboard box that they came in - its hooked up to the x cans and what i did was to make a little semi circular groove at the inner side of the box to accomodate the cable comfortably - i found it a hassle to have to hook up the headphones to the amp everytime i wanted to listen.
the grado sr60s - which i listen to while im working on the pc or surfing - like im doing right now listening to the commodores classic hits

) - rest on an s shaped hook which is attached to a shelf a couple of feet above my desk - no protection against dust tho - i might have to find a box or something for it but havent found anything nice so far