Re: To store halyards or leave on mast?
I've been storing my boat with teh mast up in CT for over 15 years. I use 1/8" braided nylon as messengers. All of my running rigging has a loop at the bitter end, so it is simply a matter of securing the messenger ( I use the old trusty bowline). The messengers are labeled with white electrical tape tags to indicate which halyard it replaced.
Soaking the halyards in a bucket with soapy water (Woolite works) and a little bleach will freshen them up for the next season. It is also a good idea to tie off the messengers to minimize mast slap and the wear it produces. Even if you don't tie off the messengers, the mast slap will be much less destructive than the mast slap from the much heavier halyards.
BTW, there is a substantial amount of water that gets down the mast from all the holes that allow the halyards to pass in and out. If you don't seal the holes and have a keel-stepped mast, you might consider manually pumping out the bilge after a winter rain--and before it freezes, assuming you are in a freeze zone. I use a Thirsty Mate pump and a bucket.