I use two methods, depending upon mood. Most of the time I use my computer and capture the serial port output to a text file in a background process. For the long term test device I created code that uses a micro-SD card to save each 'block' of data to the card. The code reuses the same memory block I use for the calibration storage, thereby allowing it to compile and run on a 328 level chip.
You can find the complete code at; Google Code Archive - Long-term storage for Google Code Project Hosting.