First, steaming them instead of boiling makes them SO much easier to peel no matter what else you do.
Second, if you don't steam them, they're easier to peel if the eggs are a little warm or if they aren't brand new from the store/farm when you cook them. Something about the membrane detaching slightly when they're not super fresh.
I steam a few days worth of eggs at a time, then store them in the fridge. I peel however many I want in the morning, then put them in a bag with a folded paper towel. Sometimes they tend to get a little wet as they sit in my cooler, and the paper towel works wonders.