I know that the bag from a bottle of Crown Royal is the traditional dice-holder of choice, but for my money (a little less than $4, to be exact) you can't go wrong with a DICE COFFIN.
Around Halloween time you can find small, hinged wooden coffins at the craft store for about $3. Buy one, treat it with whatever leftover wood stain you've got in the shed or basement, hit with a coat of sealer, and you've got a pretty spectacular (and portable) container for your dice.
Better yet, you can spend another seventy cents for a piece of felt and line the interior. Regular white glue will do the trick. Now you have a dice carrier *and* a nice, quiet dice tray for rolling the bones during your games. No more dice rolling off the table if you've got one of these.