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Welcome
First thing to do is find the right cabinet. Not just any file cab will do. To house the most comics and have enough clearance, you will need to find a legal sized file cabinet. Also most lateral file cabinets will be fine and work as well. (see examples below) The main thing is to take a tape measure with you and take some time to really look over the cabinet. Measure how much depth the drawers have to them, making sure the comics have enough room so you can close the drawer safely. Also see how many rows you can place per drawer, ususally two within a leagl sized cab. Just go over the whole thing until you are satisfied that it meets your standards. Once you are positive it is good, then make the deal and take it home! 
Once you have purchased your cabinet usually it will be delivered in a few days if bought new, or you have lugged it inside and now need a beer. After your frosty beverage of choice, you now need to unpack (if new) or to clean up the cab if bought used. Today our example (stage right) is a 4 drawer lateral file cabinet that was bought at a local second hand office supply store. You can really find a baragin if you search these type of stores out. Just be sure not to buy some 1940's rusted out piece'o'crap file cabinet. If you decide to buy used, make sure the drawers slide easily and have no restrictions. A few scratches are minor and are a easy touch up also. Dented cabs you should stay away from as these may have been dropped, knocked over and you might have problems with the drawers later on in the future. Now onto the prep work.
Find a place where you will want to keep your file cabinet. Once loaded with comics you will not want to move this thing. They do produce a file cabinet dolly that can be used to have them mobile. I have not used this product and can not say how effective or safe they are to use. So once in place the next step is to level your cabinet. Why? This will ensure that the cabinet is 'square' and will help keep the drawers sliding without any future pinching problems (getting stuck in place). Adjust the cabinet until plumb.
Now begings the prep work for each drawer. Some collectors just skip the following steps and start placing comics into the cab. I like a little extra protection for my comics. So to start off I take time to wipe the drawer completely down. I make sure there is no dust, oil, etc on the surfaces of the metal. Then I place a sheet of poster board on the floor of the drawer. This also makes the comics slide easier when browsing.
Next up is making the divider to sit inbetween the two rows of comics. I used a 3/16ths foam board that can be purchased at any hobby and craft store. First measure the length of the drawer. Make sure you cut the foam board a little snug, but so it does not bend. Then make it as tall as you like. I have the board tall enough that the top edge comes even with the comics. Find the exact center of the drawer and using Scotch Packaging Tape, start taping down the edges. Be patient here and fold the tape before putting into place. This will help secure the divider and make it very rigid.
Here I take a few extra comic backboards and tape them into place on the bare metal. This is just a extra step that helps keep the comics secure. Maybe I have a touch of OCD, but it makes me feel better doing this. =)
The time you have been waiting for. Time to add comics to the cab. Sorting now becomes a breeze as you add and move books around. One note, when starting this step be sure to start adding in the bottom drawer first. Starting at the top adding comics might possibly make the cabinet unsteady and could end up with a tip over. I have never had one to tip over, but just be careful and start at the bottom. ;)
Are the file cabinets expensive? Yes they can be. Look for deals at second time around office furniture stores. But even buying new they are affordable and will last forever. The legal sized cabinets I bought new info:
HON S380 26 1/2"-Deep 4-Drawer/Legal Vertical File Cabinet, Light Gray
They come in colors of putty, light gray or black.
Legal sized cabs will house generally between 1,750 to 2,000 comics on average, your mileage may vary. ;) The lateral file cabinet I will post a comic count on a future update.
Update - 9/02/2008
Drawer Size
Filing System
Other File Cabinet Collections
Placing short boxes and shells on top of file cabinets is a great space saver.
Have your say on the this topic at the ComicCovers Message Board . 
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