When it comes right down to it, Lego sets are expensive and your kids might really like to really like to build the complete set more than once. To do so, you can easily use one of these slide out bins to hold the specific pieces for each project. Toss in the instructions in the case as well and you'll be good to go.
Now we can already hear the choir of parents saying, "Just dump them in their own tub to inspire creativity!" and while there's nothing wrong with that, the sadness that comes when you can't find the windshield or specific wheel or specialty part for a set can be quite real. Sure they'll find a way around it, but it's still a cool storage idea nonetheless.
Even if you're not into storing sets together, it's still a great way to store Lego works of art that are still in progress. Each child can keep their pieces they've worked long and hard to sort out in a box. You can find them at ToysRus for around $50.