Tin is best — fully opaque, airtight, doesn't break. Amber glass is excellent. Plastic bag is the worst — it lets in light and oxygen and crushes threads. If you receive saffron in a bag, transfer it to a tin or jar immediately.
Tin
Opaque, airtight, easy to seal. The traditional saffron container for a reason.
Amber glass
Beautiful, easy to see threads through. Slight light penetration — keep in a dark cabinet anyway.
Plastic bag
The worst of all worlds: not airtight after opening, not opaque, easy to crush. Transfer immediately.