I keep mine in a Ziploc bag; it doesn't seem to make them too static-y or damage them. I just make sure that they are completely dry (after washing) before I put them in there.
In terms of styling, I think you really have to clip them in one at a time (clip the rest of your hair up) and curl them along with your natural hair in order for it to all blend well. I have had success wearing them straight and it still looks pretty natural, but I find that they look best curled with large barrel iron because you can't see any differences in length or texture that way.
Because most of the time your extensions are a different texture than your own hair, I think it's really hard to style your hair with them if you want to leave your natural hair it's natural texture.
Have fun! I love mine, but I usually only wear them for big nights out because they tend to give me a headache when I wear them for a full day.
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"In matters of grave importance, style, not sincerity, is the vital thing"
I don't do anything in storing them. I just have them in a plastic bin. I do try to make them a little wavy with a curling iron, but the hair won't hold a curl for long..it ends up matching the slight wave in my hair.