I know there are lots of fancy products you can buy to storage and wrap your light cords to keep them from not being a big ball of tangled mess, but I just use the box they came in. It works fine and didn't cost extra.
Take one end and tuck it into the box and close it.
Wrap the cord all around and down the box.
Tuck the other end into the box and close it.
Store extra bulbs and fuses inside the boxes.