Another tip: the vast majority of ArXiv papers have the LaTeX source available under "other formats". I used to download those instead of the pdfs for better searching. Now I don't really bother keeping a personal collection of papers, however.

Downloading the LaTeX source also has the advantage that you can see the comments the authors made that don't show in the pdf version. Sometimes appalling: "% Author 1: Is this lemma even true? This proof seems like bs to me % Author 2: Eh screw it who knows, it's probably true."