The largest part of my Traveller collection, by far, is my CT stuff. I store that alphabetically by publisher, then by publication type (rules first, then setting info, then adventures, then misc like deckplans), and then alphabetical within the publication type. Magazines and fanzines are stored separately from that, alphabetically and then by date.
My GURPS Traveller stuff (I have all of it but a few deckplans) is stored by product number, like the rest of my GURPS stuff.
The rest of my Traveller stuff is stowed away wherever I can find room for it, since I almost never reference it.