How to organize MFCC features?
Natural order would be to save it on frame by frame basis - that's the way you calculate them, otherwise you would need some gymnastics to do so. What's more, each 12 coefficients will be one vector in your 12D space - frame after frame.

Also it is easier to manage that in memory. In MATLAB like environments you simply use the matrices to store each vector in separate column. For C++, you can use array and array of pointers:

float **frames;
float  *data;
frames = new float*[num_frames];
data   = new float*[12 * num_frames];
memset(..) 


After that you just set all frames pointers to first coefficient in each frame and you have easy way to access your features by using frames.

With interleaved features it wouldn't be so easy.