Cigar Caddys are inexpensive and good value for money. I'd rather have a case with a pressure release valve and better construction and materials, but those do cost quite a bit more (unless one had them already for other things :-).

There is/was a website that sold high-quality foam cut to replace the Cigar Caddy foam, but I have no recollection of the name, sorry.

In any case, disposable plastic food containers work just fine - as do small coolers, of course!