Follow-up to cr0sh's post...
I've been using their 0.07 and 0.2 litre boxes for stand-alone projects. You can fit in two AA batteries and a bit of electronics. Staples and Office Depot carry them here.
I've also used 3xAA battery cages. I gut the middle battery slot for the electronics. You can get battery cages with a built-in on/off switch. Drill holes for the bits that show through (like LEDs) and, voila, a nice hand-held box complete with an off switch.