I buy Christmas ornament storage boxes at Wal-Mart for keeping my figures in. Sometimes they're a little tall and the have to lay down, which I'm not so fond of. It's definitely not going to work for the Jedi with the lightsabers.
For the present moment my 3.0 figures are all hanging out in a cardboard box from a new pair of tennis shoes I got. LOL It seems weird, but they can stand up, they're clean and won't get dusty, they're protected from damage, and the box was free. Until the Christmas ornament storage boxes come out this year, a tennis shoes box will have to do.