Definitely without batteries attached to them. But...I always collect phones with boxes (well, except 2-3 phones) so there is a space for battery in box and there is no chance to mix/loose them.
But, main purpose of this is different. I always try to keep the batteries of phones, with charge in them, so i charge them from time to time (1-6 months, depends from lots of things....). Never leave batteries discharge for a long time.
When battery is connected to the phone, it consumes energy much faster, in a difference, when it is disconnected,i guess because of the clock and maybe other functions like this. Or, some phones, like Nokia 7710, they are never really turned OFF (OC specifics), unless battery is disconnected.
Depends of the phones of course, but in some cases, when battery is fully charged, but connected to phone, it is fully discharge sometimes for like 1 week or less. But left outside the phone, can last 2-3-4-etc months and when it is connected then, it still has some charge, which as i said already, is good for it(to be left with some charge).
Of course, i dont care so much for batteries that are generic models, but for batteries of Nokia Communicator series phones, for example...They are valued, difficult to find and i want to keep them as long as i can in good condition.
So, shortly, dont leave batteries inside
.