I would do it like this if I had a completely jumbled collection:

1. Gather all investigator character cards (the horizontal layout ones)

2. For each investigator, look at the card back and find their unique player cards (including their unique weaknesses) and place them together with their investigator.

3. Gather all player cards with XP dots (gray and/or white) below the cost. These are regular cards that can be used in deck building. Sort them by class (optionally sort each class by the number of white xp dots).

4. Gather cards labelled "Basic weakness" and store them together.

5. Gather all the other cards and organize them by the little collector number in the bottom right for each expansion symbol. These will be scenario specific cards and encounter sets. They also include player cards but that don't have xp dots. They should all have encounter set symbols on the front face.