A BIG plastic tool box you can buy at W-M or the hardware stores works great for me. I've been using a mid-sized one for years. I don't keep everything in there but I drag around enough supplies to get me through a range day and cleaning.
You might want something similar to this:
http://www.walmart.com/ip/Stanley-Mo...enter/14146142
My range box is more like this one:
http://www.walmart.com/ip/Stack-On-2...ellow/14958219