I've always felt that a gamer's choice of dice bag tells you a lot about the gamer. For example, I keep my dice in one of those plastic netting bags that little red-wax-wrapped gouda cheeses come in. The bag is cinched shut with elastic string tied to one of those big black paper clips. That tells you that... um.... I like gouda cheese.
I selected 'Bag' but actually my dice are in a pig.
As I turned 30 some friends remembered a stray comment from years earlier when I strongly denied being "an _old_ pig" as I was not even 30 yet, so for my 30th birthday I got all sorts of pigs (Marsipan, cuddely, 'silver' trophy, pillow and pencil-case bag). I still use the pig-bag for dice, but now it is slowly getting to small. Maybe I'll get a bigger one soon
I keep mine in an old Crown Royal bag that has one of the seams held together by a paperclip. I keep the bag with my core rulebooks, character and other supplies in a weathered, ugly beige briefcase that I got from my dad when I was 15.
Two places: A custom-designed wooden chest created with moons, stars and fake jewels by my wife, and a custom designed bag (also with moon and stars, but no jewels), also from my wife.