There are different ways:
- You can store your Bitcoins on a paper wallet (aka writing down or printing out the private key)
- You can store your wallet.dat / a file with your private key on a SD card or USB stick
- If you have a second laptop that you don't need you can use the Armory offline client that even allows sending Bitcoins without revealing the private key to anyone online
The most secure way is to create the addresses offline on a machine that will never go online again. If you don't want to do this, at least make sure you delete the wallet.dat on the pc/laptop with some secure erase (and hope you don't have an trojan on it already).
Where to create those:
e.g.
https://www.bitaddress.org is good and can be used in offlien mode, too.
Bitcoin-qt console allows you to show private keys of addresses you have
Thing you should consider to do:
- making one or two extra copies in case one is lost
- storing them either somehwere hard to steal or where others don't recognize them as private keys
- (just maybe) doing a little change to the address, even if you just replace the firsr r with an R and thiefs will have a hard time (just make sure you don't forget!)
