Depends on the set. I have completed heaps of sets in the past, but depending what they are as to how I store them.
I did:
09-10 Upper Deck Base/Inserts - all in 9 pocket pages
09-10 Season Update Base/Inserts/GU - all in 9 pocket pages
10-11 Gold Standard Base/Inserts/RC Autos - all in penny sleeves then in 9 pocket pages
09-10 Rookies & Stars team patch autos - all in toploaders
09-10 Classics RC Autos - all in toploader
etc etc
If it is a heap of base and inserts, I go 9 pocket pages. If it is more expensive base/autos, I use penny sleeves as well as 9 pockets.
Nowadays, I tend to just choose an insert or subset that I like and focus on that instead of doing base/inserts. I would rather have 40 high end autos in a set than 500 low end base/inserts.
Plus the lesser the amount of cards to buy in, the less you tend to waste on shipping along the way!
I collect only Upper Deck and I am a completist, I have every card from 91-92 Upper Deck all the way up to 1997-98 except for a number of 95-96 Special edition golds and a few 97-98 Game Jerseys and Diamond Dimensions. I'm now trying to finish off 1998-99...so many to get, four versions/levels of most inserts
I store base cards in 9 pocket sleeves and the inserts in a penny sleeve in 9 pocket sleeves both in folders in a locked steel cabinet for no sunlight or mould.
set collector here aswell. but only upper deck. got all base up to 1999-2000 and getting closer every day to all inserts and parrallels up to 1998.
base and most inserts kept in storage boxes. everything else in top-loaders/one touches...gave up on the 9-pocket pages a while ago.
I had the entire set of 95/96 Flair srs 1 and 2 and went and got everything. Plenty of HOFers in the inserts with a nice range of prices, mostly lower end stuff but everyone loves a Hot Numbers or Playmakers from that year
Next I went for the 96/97 Flair base set of all 3 rows. Row 1 and 2 were easy enough but Row 0 took me a while and also had a nice range in prices, most top names start around the $7 mark and go all the way up to Kobe and Jordan. I couldn't be bothered going for the Hot Shots set mainly because I don't believe a non numbered 90's insert of Jordan is worth $500+ of my hard earned.
These are all in 9 pocket pages which show them off nicely. I'd love to give them better protection someday though.
Going for a parallel set is nice I find, I really like the 04/05 Trilogy set, they have the base, then the Gold /100 and then the Spectrum /10.
Parallels aren't all 7 different types of colours all /50. They don't have to be painful.