Typically I open the stuff up as soon as I get home from a toy run. I have little plastic action figure sized baggies. So i put one fig plus their accessories in a bag. Then when I get enough of them, I put 10-20 of those figs in a freezer bag. (Carefully so as not to have them bend over time.)
I find this saves a ton of space. There are those times though that I don't have time to open figs right away. In that case I usually reserve an hour or so on a weekend to open, bag, and catalog them. (Yeah, I catalog everything I get).
I'd love to set this stuff all up, but I've run out of room a few years ago in my apratment, hence the need to catalog stuff. I'm waiting on a house deal to go through, then look-out. That army is going to be let loose!
I've just edged over 1300 Clone/Stormtroopers and they are begging to be step up in grand dioramas! That's going to be euphoric for me. I'm getting tingly just thinking about it...(Ah sorry just a little too much info there, ha ha)