Go to local yard sales or a thrift shop and find an old TV entertainment center or armoire to keep the linens in. Also, linens are the perfect reason to buy some of those "space bags" that let you suck the air out and shrink the bulkiness.

Great idea thanks!

Or you could purchase an unfinished wardrobe similar to the ones Jessica posted and paint it in a colour that would compliment the rest of the room .

Trunks or chests are dual purpose and work well to store blankets, etc. Oversize wicker baskets look nice in a bathroom with rolled up towels. An efficient way to store bedsheets is to fold up the set and place in one of the pillowcases. Store the sheets for each room on a shelf in the respective closets. I use an antique dresser with deep drawers to store table linen and spare bed linen. The dresser can go in a guest room, hallway, office or any other place you have space and it's attractive without revealing its function.

Allocate a small area in the master bedroom would be ideal.