I save my receipts and make sure the date is easy to see on them. For items that are large-packaged-single-use, like a gallon jug of M1, I keep the jug itself since the receipt shows 1 item (albeit for $20) as opposed to 5 items (as in, 5 qts. M1 sold individually). For the 6-packs of M1 bottles sold at Costco, I keep the cardboard box (the 6-pack container) since, again, the receipt shows 1 item at $24, not 6 items at $5 or whatever.
I buy everything just before using it.
For the oil filters, I use a sharpee marker and write on the filter the date and mileage it was installed, and the date and mileage it was removed, and I keep the removed filter in the box that came with the installed filter. I also keep the crush washers for the drain plug (I use a new one every time).
I do the same for air filters - I label them with date/mileage on/off and save them in the containers from the replacement parts.
So, at 30K miles, I have about 4 used, labelled oil filters, a gallon jug of M1, a cardboard M1 container box, and two air filters (the rest of the parts were either removed by the dealer -- and thus already documented -- or bought individually and the receipts show the correct oil "unit" quantity of 5 pts per oil change.
No motor problems so far, and when I did have a warranty issue in the driveline recently, my dealer had not seen me in 20K miles. Still, he never asked for any records (good for him, as I would have shown up with a basket full of parts with oil smears writing all over them, and copies of receipts etc.). So far, so good. I suspect my system will be adequate.
I've considered taking photos of the current day's newspaper with the parts installed, then saving the paper itself too, but I then remembered that over my shoulder, there's a world out there...