I used to keep them in a plastic box that I think was originally intended to store 3.5 inch floppy disks. And then someone left a crown royal bag laying around...and then never came back to play. Shall we say 'yoink'?
Anyway, since then, I have come to appreciate the bag approach. Now, I keep my dice split between a chainmail bag my wife had made for me, and a Blantons (TM) bourbon bag (that I bought for the bag, sadly, not the bourbon)