I us a few different setup.
For my Space Marines, I use the a combination of the sabol trays and the GW trays in a large padded technition case. Its holds about 8000 points of Marines.
For my imperial guard I use 2 small GW cases, one for the troops, one for the tanks, the tank one has custom cut foam. ABout 2700 points of guard.
For my orks, I don't have any foam yet, but I'm using a rubbermade high top box. Works great and hold everything I need so far, 1500 points.