I guess it is best to ask if they want the box from now on. I do sometimes find the boxes useful when I decide to sell on ebay. When sending to the states etc it is much easier (and probably safer?) to pack a $2000 lens in its original box so that it doesn't move (at least that's my experience). Having said that I had sold and posted expensive lenses without the boxes with no problems, so no hard rules.
What do I do with the boxes.. under the sink for as long as they take.. Do note though, that I consider manuals useful, especially with tech details, like lens performance or camera / flash manual.
Hope that helps, and I sympathise with your unplesant experiences. Hope future ones would be better, there are lots of good guys (buyers and sellers here).
And of course I would buy a lens without a box, if you have the box even better.... it goes straight under the sink