The best suggestion I ever got (and I got here somewhere, so thank you to whoever it was I got this idea from!) was to use the baseball card holders.
I cut a ton of white cardstock into little 2-1/2 x 3-1/2 pieces, and bought a big box of plastic sheets for storing baseball cards (Ultra Pro 9-Pocket Pages - found them at Amazon.com). Then, I stamped my images on the front, and wrote the name/manufacturer on the back. And then, in PENCIL, I jotted down the location of the stamp. (Most of my clear stamps are in numbered CD cases, so I'd write "CD-42", etc.) Then I organized the cards into categories in a binder.
It took a little while to set up, but I love this system! First, if a stamp fits more than one category, it's easy to stamp it on multiple cards and put it in multiple categories. Second, if I decide to reorganize the categories (like, I might break up "animals" into "cats" "butterflies", etc.) it will be super easy to just move the individual cards. Third, if I decide I don't want to store my stamps in CD cases anymore, all I have to do is erase the location and write a new one (drawer one, binder two, etc.). I can reorganize the stamps without entirely re-doing the index. For stamps that are larger than a baseball card, I stamp them on an 8-1/2 x 11 sheet, and put it in a full-size page protector, and organize the same way.
The full sheets work, but as soon as I read about the baseball card holder, I knew I wanted to go this route because I figured that there was a very strong possibility that I'd change my mind about categories... repeatedly.
Another tip... I save all my scraps of white cardstock to make the little stamping cards. Most of them now come from the bits leftover from printing out sentiments for the insides of cards. (Which makes this really economical.) And as someone mentioned with the rolodex - these cards are also easy to pull out and place next to projects for size comparisons.
And I use this same system for my digi-stamps. For those, I put several together in my word processor, print out on an 8-1/2 x 11 sheet, and cut them out into 2-1/2 x 3-1/2 cards. That way, my index can include all of my images in one place.