I keep all of my MF filters (58mm) in a Domke filter wallet that holds 9 filters. This fits very neatly into my F2 bag between the side of the bag and the four compartment insert. The end of the filter wallet sticking up folds over the insert so it easy to get to and pull out.
My 49mm and 52mm filters and step rings for various 35mm cameras are not so lucky. They are spread all over the place. Some in a Lowe Pro filter wallet which is too bulky. The rest in their original boxes. A few haven't been seen in weeks.
In the past I have used $2 discount bin off-brand filters instead of "official" dust caps. Adds a little more bulk but is way cheaper than buying the real deal.