My brother bought me the Cabela's bag with cleaning kit for Christmas.
http://www.cabelas.com/product/Shoot...3Bcat104563980
It works great (I only shoot handguns) and it's nice to have a small tool-kit with me (actually used it last week to fix a sight that had worked loose. Loaned the cleaning rod to another gentleman who had a stuck round).
Downside, it does kind of scream "guns in here"...