I use the Honl Photo Speed Strap system. I started with the Honl gel kit (back before the Strobist kit was introduced), and then started buying my own gels and putting velcro on them. That got old, so I put velcro on some diffusion gel, and I just sandwich a diffusion gel in front of any color I want to use that I hadn't already put velcro on. Now, I'm planning to get some UV filter gel (it's essentially clear to visible light), put velcro on that, and sandwich any other gels that I plan to use behind the UV gel.