I also rinse all bottles after each use, then save them up until I have enough to wash them all in OxiClean and rinse them well - for all bottles, not just the ones that still have labels on them. It may be unnecessary, but I am personally more comfortable storing them empty for a few months in my garage if they've been cleaned, not just rinsed. Not to mention that I usually have some bottles with labels on them to add to the mix as well, so I just put them all in the bucket together.
For bottle washing, I use a solution of 1oz OxiClean to 4-5 gallons of water, and fill the bucket with bottles to sit overnight. I reuse my mixed OxiClean solution at least 2-3 times. I've never kept it longer than a week or so, but am glad to see that some people have done so with no problems ... I may try that soon. I've had great results, most labels peel right off, some need a light scrub with a paper towel.
For my money, 1oz of OxiClean once a week or so is a small price to pay for ensuring that my bottle stock is clean and not loaded with residue, yeast, or label glue. If Costco would just start carrying the super-giant size unscented kind, I'd be set, but even at Target prices it's worth it for me.
Hammy - I like your suggestion about putting the cases in a trash bag - I never thought of that, but probably should since my bottles are in the garage with the motor oil and cat litter LOL.