During warmer months I just rig up at the stream, but in Winter, I do rig up at home sometimes. Especially when setting up a nymph rig, which requires more knots and is more time consuming.
Once rigged, I just break my rods in half for transport, and store the two pieces in opposing directions to one another. (If a 4 piece, I only split them at the middle connection.) Rig the rod in full as normal at home, and when you break it down in half, hook the fly (or bottom-most fly if a multiple nymph rig) to the end eyelet and reel the rest of the leader onto the reel so it's fairly tight, but the rod will still store doubled back on itself. This should avoid any tangles when you put the rod back together at the stream. Just pull the leader back out off the reel.
Sometimes I'll tie a couple extra double nymph rigs up ahead of time at home and just store them in my fly box in the Winter too. Tying knots is difficult with cold fingers...I try to do what I can to minimize it.