I have two. A multilayer plastic container that I got at the Container Store--haven't seen them again or I would buy another. To take to work, etc., I use a plastic two-layer bento box (Japanese style) with handles meant to carry lunch. It's rather small, about 6x9x5", but holds enough tools/thread for one project. Got it at Tuesday Morning, but have seen them many places.
SandyQuilter