These are some of the best resources to help you protect and manage your game collection.
Zipper storage bags are helpful to keep game pieces organizaing -- and not lost. Buy a variety of sizes so that you can keep all of your game parts safe. Almost every game I own has at least one zipper bag in the box to hold game parts.
You need good shelves on which to store your games; I've had good luck with the inexpensive five-shelf metal shelves available at stores like Lowe's and Home Depot. The sturdy plastic shelves and cabinets also available at home centers work just as well. A few large plastic bins are also helpful to transport many games at once. This link will compare prices on various shelving and miscellaneous storage options.
GameTracker is a powerful tool to keep an inventory of your board games, and to track which games you play. Available for Windows 95 or later, GameTracker is freeware.
You don't want your investment to be ruined by having the cards get beat up. For games you play often, card protectors or card sleeves are a fairly inexpensive way to get additional years out of your game. Used mainly by players of collectible card games, card protectors can also be used for board games that have high-use card decks.
You can never have too many dice -- some dice will inevitably be lost, and some game companies (such as Cheapass Games) now sell games without the "extras" in order to keep their prices low.
An X-Acto knife (or similar tool) will come in handy when you run into a game with poorly-struck counters or plastic pieces that you want to trim just a bit.