I wouldn't store a pump empty. It makes it too easy for moisture to get in and ruin everything. I would guess that oil and caps would be the best thing to use if you didn't care about your seals.
I'm running an experiment with one filled with ATF for about a year, under the assumption that ATF has a very good shelf life and is known to be ok for the seals.Will report back when I fire it up in the summer.