Well I haven't gotten any mailed to me yet, but I suggest you keep the most interesting ones and start a collectiong. Maybe the Guiness Book of World Records has a "Most Bookmarks" category. :) Now I really want to start getting bookmarks in the mail.
I haven't gotten many from authors. Usually they end up sending me magnets with their bookcovers on them, and those are all over my mini fridge in my bedroom. As for bookmarks from authors, I save them, in a binder with protective sheets. I also get a bunch of bookmarks from publishers, and other people that send me books..and those just get put into a shoebox. I don't use standard bookmarks when reading, I use tiny post-it notes, so I know exactly where I am on the page. My fiance and sister like using regular bookmarks, so I save them for them..or sometimes I'll mail them out with books I ship through PBS or Bookmooch.
I've gotten some friends, some I bought, then some that came with book swaps or books sent for review. Really, I don't have that many though. Under twenty, for sure. I just keep them in a coffee mug on my desk and use them to mark pages in books I'm reading, or to mark places in a book that I might want to come back to when writing the review.