Here's a well-known tip that bears repeating. No matter how many thousands of documents your case involves, begin as soon as you can to pare them down to a single box. Near the end of the case when you're preparing your exhibits for trial, force yourself to stick to the rule: no more exhibit than will fit in a single box.
Even if you think your case is just too big, the one-box rule is still a good organizational technique that will help you visualize the essence of your case. Lawyers implement the one-box rule in different ways, but the most common is to keep a running list of "hot documents." It's these documents that go into the box. Later, after discovery is complete, you can pick the top 25 for a "hot hot" list.
If you're working on a team, the top 25 documents can all be given a unique name, which will make them easier to discuss among the group: "the break-up memo," "the death list," or whatever catchy title most aptly reflects the tenor of the document. These are the documents from the single box that you'll return to most frequently during trial.