My hentai is in private folder in my documents, there I sort things lie this:
H-Images: CG sets and other pics I find around the web.
Visual Novels: Eroge is put here until I burn the installer in a disc.
H-Anime: Each series has it sub-folders and when they are complete I burn them to see in a DVD.
H-Manga: With sub-folders for specific genres like Doujinshi, loli, shota, incest, normal here goes anything that doesn't suit the other genres, series here goes the Tankoubons, for further organization I use comicrack.
In total there are 10.5 GB, there was a lot more but my Hard Disk crumpled away T_T.