I thought I'd share the case I made for my Logic sniffer. It's built out of 3 pieces of 6mm perspex and 4 screws, yet does a great job. It only has sides and a bottom, as the aim was to stop the PCB getting shorted by random wires underneath it on the bench. One day I will slap a piece of perspex over the top..
I put more pics on my blog: http://http://www.buxtronix.net/2011/09/open-bench-logic-sniffer-case.html
The slots are milled, and yes the screw holes are pre-drilled. not easy to self tap into perspex!