Good to keep them for a month or two, in case anything dies, easier to return.
If something IS faulty, they can't deny your claim if you don't have the box.
As state above, keep for a month or two in case you need to return something. As for myself, I always put all the boxes into my case box. If I ever resell something I like the boxes and manuals. Also, I keep the case box for when I move.
what i do is keep the power supply/mb/cpu box/ram inside of the case box. new cpu and mb now have 3 year warranty.your ram is life time. you want to keep the anti static bags too. then put the box in the basement or storage area. if a parts dies you have box to send it back for replacment.