I keep the bigger items in our walk in closet. The smaller wedge or jazz gets stored between the bed and wall, it allows us to grab it at a moments notice in the heat of the action.
What is your living situation? Do you have worries about people walking into your room and seeing your sex shape? Do you have room under your bed to hid it? Or a closet with a door that closes? I would start off with a small shape, they are easier to hid then the bigger ones. And I feel they are more useful then the larger shapes.