For my birthday a few years ago, my GF got me a very nice chess set. The pieces and board were made of stone, and had a nice pink/black look to them.
I set it up, but I didn't really have a place to keep it on display. I ended up tucking it into the corner of a bookshelf. It got dusty and I was always worried about damaging it. I couldn't come up with a good storage solution.
You may recall my journey across SoCal to retrieve my box. That Pelican case is filled with demo equipment for work. It does a great job keeping that stuff safe even in the hands of shipping companies and hotel staffs. Why not use one at home?
I picked up a Pelican 1550 with Pick and Pluck foam. This foam pulls apart in rectangles so I can custom fit each piece in the case.
Last night, I spend 2 hours cleaning chess pieces and plucking foam rectangles. As a result, I now have a custom storage case for my chess peices and board. I don't have to worry about damaging them or losing a piece.
I'm quite pleased with the case.
I was originally going to pick one up a Fry's, but I found a better selection of the online here. The case arrived quickly, and it cost far less than it would have at retail.
Pelican Cases may not be cheap, but they are awesome.