I use the plastic packaging from the Arkham Asylum Collector Box. Nice and sturdy, especially when buttressed with smaller pieces of the same material.
I am very happy with it for armor plates, but it is a bit too thin for things like choppas, though. I just glue two pieces together.
I am not saying buy this for the plastic, but if you have it, use it.
Also, I have found that two business cards glued together work nicely for small, intricate pieces.
And a business card with a paper template glued to it is works insanely well for doing paper craft.
Can you tell I have a lot of extra business cards?