Jewelry boxes are the obvious choice. These, from West Elm are a favorite of ours.
If you've got a lot of jewelry, whether of the real or costume kind, consider this chest, which is actually made to hold tools. For a more traditional jewelry box, we like the bright green one which opens this post. It includes a travel case.
Crafty? Amazon sells a pattern for making this one using the wood of your choice.
While we were in NY, we purchased this ceramic glove mold from Fishs Eddy, which now sits on the dresser in our home. While it's not available on the website, you can call them and they will be happy to help you out. We use it drape our necklaces.
Our friend made this great jewelry tree for us using a silver-plated mint julep cup, cement and a branch she got from a friend at the flower mart. It's perfect for holding earrings. Follow her lead and make one yourself or you can purchase similar at Urban Outfitters.
Grace blogged these Nigella Lawson bowls to hold jewelry. A pretty set of otherwise unused tea cups, old fashioned wide champagne glasses or mousse cups could perform the same function. Of course, you can put them away in a drawer but they'd also be pretty left out on your dresser or bathroom counter.
Finally, if you prefer to hang your jewelry, the loops on Ikea's Mandal Mirror beg to be hung with necklaces, hoop earrings and bracelets. We'd thread a ribbon through the loops to dress it up and provide a place for our stud earrings to rest.