I use an Army Transport Bag (3 actually, just for the essentials of course).
I like how you can customize the foam to accomodate strange figure shapes.
I'll be needing some new trays though. With me magnetizing a lot of my units there's no need to pack figures individually anymore. I can just have them stand in their tray. So I'll need some higher trays (though SB's will probably get their own tray as they're a limiting factor) where I can put entire movement trays of figures in. I'm expecting it to be more space effective though.