What is the best way to document and archive my past games? I am looking for more sophisticated solutions for documenting, archiving and analysing my past games. Right now I have a folder filled with PGN files. What systems have proved to work well?
I would recommend you to use a game database software, as Scid, Scid vs PC, ChessX, ChessDB, Scid on the Go (Android), etc.

I use Scid for all of that (documenting, archiving and analysing) and it works really well.