bullionvault.com stores gold in Brinks vaults in Zurich, New York, or London. The gold never leaves, just the ownership changes hands. The bullion is tracked from the moment it leaves the mining company, so it has a history and the buillon is sequentially stamped. This is important I think for institutional purposes and resale. This is the company recommended by Eric Jantsen (iTulip.com)
Other options are keeping some 1 oz. gold coins for spending, if that need ever arises. According to Adam Hamilton, owner/publisher of Zeal, they should be fungible. Get something easily exchanged, like 1oz. American Eagles, Canadian Gold Maple Leafs, or South African Krugerrands.