I also think filing straight away is best. However I 'pre-file' now: I have an A-Z filing system and bought one of them folders from A to Z and put papers in there during the week then try to save the last hour or so on Fridays, if not first thing one morning to put the documents from the folder to the filing cabinet. I only have one boss but if I had 3 or 4 I would probably have a folder for each. This 'pre-filing' makes a big difference since if I look for something not already filed then at least it's already in order and I can find it quickly.
Don't get me wrong: I hate filing too

!!!! But I do get the proud and contented feeling when asked for a document, I can usually find it within seconds!

Bea