Used lots of different methods, but for when I'm in a hurry or my hands are cold, I like to have a swivel at the end of the leader and use a snap. Helps with bad vision close up, too. Doesn't seem to affect the fishing effectiveness as long as a quality snap is used.
I tie the leader, add wool, corkie, Jensen egg, etc., attach a swivel, then coil it up around my fingers.
The holder? A dozen or more 3x5 inch dollar store ziplocs stacked together, duck or cloth taped at the closed end, and stapled two or three times through the duct tape. This makes a sort of compact leader wallet and costs pennies. Also, the hook isn't stuck into anything like cork or foam, which some feel "burns" the hook tip. It's lightweight, as sturdy as the bags you use, and keeps each leader dry. With other systems, I found that if one hook rusted, they all did. A function of the fact that I don't get out as many times as I want....
Use whatever bag size you want- the Glad mini snack bags work well for large rubber worms, for instance.
Let me know if this works for anyone.