Haha..I wondered what other people did. I knew someone had to have a system for this!
My sump has 4 filter sock cutouts, but I only use one. So when I remove one, I lay the nasty used sock across the top there to drip dry a little bit. I have a 29g tank just sitting in my stand, so by the time I go to change the next sock, the old one sitting there goes into the 29g and the new old one goes in its place.
Not the best way, but it was all I could think of to keep it all inside my stand. I keep some dry equipment stored in that 29, too, so I don't want dripping wet socks going in there.