I use bins. One is labelled WARHAMMER and it holds all of the accessories - bolter, rosettes, sword, greaves, monocle, collar, liber, respirator, belts, bra, seals and suchlike. Another bin is labelled CORSETS. Another bin is labelled STEAMPUNK and there is some prop crossover. jewelry has it's own storage. Boots live in the closet with the rest of my shoes. The cloak and robe hang in the attic nearby. I am fortunate that Finnlock stores and transports my Sister/Hospitaller armor, because it's too bulky to pack for a flight.
When it comes to packing, I keep my props and accessories as small as possible so that they can be packed in a suitcase. This makes for some frustrating costume decisions, but I would rather not make and wear a huge costume if it meant that my wings/armor/staff/weapon etc would be broken by TSA.
It's also one of the reasons I don't have a Speeeeessss Mahhhreeeeen of my very own (Night Lords, thank you). Storage would eat up most of the remaining space in the attic, and transport would mean only wearing it to local cons, none of which are particularly familiar with the 40k universe.