I never do. I haven't even gotten a set over 100 bucks. I didn't know about the numbered bags when I built the first Spongebob house, Race for the Stolen Treasure, and Shanghai Case. The Spongebob one was difficult, on top of that I was comming out of my dark age then so it took over 2 1/2 hours. In most sets there are 3 sizes of bags. Small(tenic pins, studs, etc.) meduim( bricks) and large(big plates). I do sort them like that though.