wait, i don't understand. doesn't the shrinkwrap hold the box top & bottom together snugly? is there something i'm missing here?

If the box set is stored on a shelf with other box sets such that it is a "good" fit (i.e., not so tight you can't even take one out), then you shouldn't have too much worry about the box warping or opening any due to just sitting there, even on its edge. If you are going to be sliding it on and off the shelf a lot for reading purposes or whatever then it will get scratched and scuffed, etc over time. Not noticeable at first but it will happen. I agree, don't stack.

To be safest just bag it and tape the bag tight and be done. That way you can take it out or just leave it. Most of my box sets are bagged and the excess bag is just wrapped around and taped so it displays better on the shelf. Life magazine bags work well for the thin box sets. Thicker boxes require a larger bag obviously. Archival quality bags can be purchased in many different sizes including large enough to store box sets.

Hope that helps some.

okay this time i'll actually be helpful instead of poking fun at myself.
10"x13" bag for the 2" thick boxes.

BCW sells 'Life' Magazine size bags that work very well on thicker box sets. Or 'Treasury' size bags work as well. Postcard Supplies - The2Buds Collection Protection Shop - Comic Trading Card Vinyl Record Supplies sells some newspaper bags that fit board games.