If you're comfortable using Armory, +1 for the recommendation above.
If you're just interested in long term storage and don't want to setup a full block chain dedicated laptop then you can just buy some XCP and transfer it to a paper wallet.
http://letstalkbitcoin.com/blog/post/secure-ltbcoin-paper-walletThe post is specific to LTBCoin, a CounterParty asset, but it applies equally to XCP as well.