I save desiccant packs and keep them in so much stuff!I have a couple knives with sheaths, and I never store them in the sheaths. The sheath can absorb and trap moisture, so it's an invitation to rust.
I live in a humid climate (Seattle), so I also keep a couple dessicant packs in my knife chest. A few bucks will buy you a big pile of them, and they seem to do the trick.