If I read them on AO3, I bookmark them there. I love their bookmarking system, and I am really excited about the coming improvements that will make it properly usable.

Cool! I'm hearing a lot of good things about bookmarking on the AO3, it sounds really promising. I think I need to shift the way I think about it from an archive only for writers, to one for readers as well.

I don't bookmark them any more unless they're really exceptional, in which case I save them to my hard drive and sometimes print them out if they're really special to me.

That is a beautifully executed hierarchical system. :)