A part of my threads are on bobbins like the london find, in some variations.... Tony winds the thread on the bobbins when he is shaping them, so it´s not too much work for me. The rest of my threads I spooled on simple wooden sticks. It would be interesting to have some more different shapes, but I can´t even find bobbins on any painting?!
There are some bobbins made of boxwood (http://anno1347.beepworld.de/files/ausruestung-garn4.jpg), found in Freiberg, they are dated on 15.-17. century, and I think they look quite modern (I have some of this shape from 19.century)!? Really curios if there should be no more finds!?
Off and on I've been able to convince people to make me thread winders -- some in wood, cut with a bandsaw, and for awhile I was able to get some about 1" in diameter in bone (someone was actually selling buttons that worked perfectly well as winders). This was a number of years ago, before I'd ever seen any suitable bobbins/spools, and whatever I used had to be something I could have out in the open. There's a picture here (next to last photo): http://wkneedle.bayrose.org/Articles/period_workbox.html
I think there's examples from Novgorod where thread was left on a spindle, but the whorl was removed. That's the main way I store the finer threads I use. But I've also followed the suggestion in the book "Woven into the Earth" and found using a nøstepinde is really effective.
I've always wanted a niddy-noddy like the one from the Oseberg burial, although that would probably be for much thicker threads.