The important part is to keep your seeds dry and cool. And label them. If kept properly, most seeds will last a really long time.
I store mine in plastic bags that 'zip' shut in the crisper of my refrigerator. For tiny seeds, I save tiny plastic bags. I get a steady supply of them by walking around my neighborhood a couple days after the business card sized 'coupon bags' show up on people's driveways. If they are still lying on the sidewalk, they are mine.
I store smaller bags of seeds that have something in common in larger bags - its my filing system. Sometimes they are sorted by when I need to plant them. Sometimes by where I got them.