I had them loose in a compartmentalized fishing accessory box like JeramyK, but they would get burs when they bumped in to each other.
So I had to use one compartment for each head. Waste of space.
Now I want to keep them assembled point down in some foam inside a deeper plastic box, but haven't found the right one yet.

My regulars are in my quiver, but I'll always have spare and old heads to store, God willing.

Maybe one of these would work...
http://www.keystonecountrystore.com/products.asp?dept=1106