Probably the best place is in the ground. Leeks hold all winter in my field, but if your temps go below 10F regularly, you may want to dig them before a hard freeze.

Once out of the ground I think optimal conditions are in the fridge at 35-40 degrees in a plastic box or bag that has holes in it to allow some air transfer but holding the humidity up around 90 percent. I find they also keep better with most of the roots left intact.

-Mark

I find that leeks tend to become slimy when stored in the refrigerator due to lack of air circulation. I do not harvest mine until starting in late October in my zone 5 garden. I have waited until March and April to finish the harvest and at that point they are very sweet and tender. I find that snow cover helps to keep the leeks in good condition throughout the winter.