I just put them on the outside of the case on the bookshelf. If they're different colors, have pictures on them, etc, then a big woo.
orenji_jaro: Well, for one, most western artists don't have OBI's of any kind. So for some people it's a cool and different thing that sort of sets Japanese CDs from others. And sometimes, if you wish to sell them later to other foreigners, some people are willing to pay more for a single/album that has an OBI than one that doesn't.