Hi Diane,
Another good question! As I am a proof set collector, I have always felt that those in the "OGP"=(Original Government Package) have more value, therefore I usually pay more for an item in the OGP. On the other hand, I have also purchased proof sets, for ex. a 1954 & a 1951 in the plastic holders. As these sets get older, you'll find that many have been removed from the OGP. That happens for many reasons, a collector might have several sets of the same year, so s/he might break them out and pick the best coins and make a "high end" set then sell off the others. I have always felt that once the coins were removed from the OGP, that person might have not used cotton gloves, or has tampered with them, the fact that they have been removed from they way they were made bothers me some.
Now you can still find older proofs in the OGP, the early fifty sets came in a brown square box. Going even farther back, many of the earlier sets, 1936 (first year), 1937, 1938, 1939, 1940, 41, and 1942 are never found in OGP. (At least I have never seen a set in that condition). Starting in 1950 again is when you'll see the sets in the brown box. As I stated earlier, when I am looking to buy, I look for OGP and will pay a premium, esp if the set is still sealed in the box or envelope.

Finally, the older the set, the more valuable, the early sets are in the thousands of dollars AND not many sets were made. For example the 1936 proof set only 3,837 were made. Very scarce & veeerrry expensive.
CiScO