My wife dragged me to the Container Store
http://www.containerstore.com/ and pointed me to their shoe boxes. I got a case of them for under $50 and they are the perfect size to fit the majority of my train collection. I used bubble wrap before for moving, but now only use paper towels (no difference in the level of protection and it's much quicker and cheaper). Anyway, here's the info on the boxes to use:
Case of 20 Men's Shoe Boxes 14-3/4" x 10-1/8" x 5-5/8" h
Item # 10001407 $44.99 ea
Other than that, I use Rubbermaid storage bins (the great big ones you can get at Target or Wal-Mart) for boxed models, structures, unbuilt kits, etc. All of these containers are stackable, resistant to crushing and easy to handle. I've moved 22 times now, so I've learned what works for me!