I originally used the standees, but saw a boxed setup at a con in Denver, saw how convenient and popular it was, and knew I had to give it a try.
Mine was MUCH grittier than his.
Originally had black painted flame-sculpted bead styro for the walls (yes, well ventilated, but thanks for asking), but eventually a friend replaced with Aliens-esque Wild Walls.
A box like these, you can make a board lid, attach the figs and paper work to the inside, and it travels very well. Least, that was the next step I never took.
Doug
Edit: Even had a drawer pull on the edge as a carrying handle...