That's the best way, the link Vic gave you, but this year I'm going to use burlap instead of peat moss and will store them in covered cardboard boxes, I think. Thought about storing them in homemade burlap bags like those I use for gloriosas and Elephant ears, but with caladiums it's best to keep them from touching. And I also think I'll snip the leaves off but leave the stems instead of leaving the leaves till they crisp. Seems like there's more food stored in the thick stems than in browning leaves and they will for sure be browning by then.
I'll tell you, I've never been happier with a plant than I have been with these caladiums. They just seem to keep growing and growing. Even this late in the season there are new leaves appearing every day.