For mail and reciepts (personal, not business), I keep a basket on the kitchen bar, which is our drop-everything location. The is a small container for recycling and a paper shredder on the floor under the bar. I sort the mail immediately when I get home. Keep items go in the basket, junk mail goes in the recycle box, anything containing personal information gets shredded. Personal receipts I throw away unless I need to keep them for tax reasons (car registration, etc.) or a possible return.
For my business, I have a 6 drawer unit from IKEA that I use to store my tools and beads. Then I have a two-drawer plastic unit from Target for paperwork. The top drawer is for business filing - orders and expense receipts. The bottom drawer is for packing materials (tissue paper, thank you notes, bubble mailers, business cards, packing tape, ribbon, etc.). I don't buy a lot of my shipping stuff in bulk yet - just my jewelry boxes. I keep the box of boxes (haha!) in the top of my closet and just keep a small supply of the boxes in my shipping drawer and refill as needed.