back in the day I used to just use real milk crates and put the headphones in space on side along with some CD's, record cleaner, my needles, and some extra lighters.
Pretty sure thats not the look your going for. Have you considered pelican cases? They're light, really durable, and come with pick-foam. They're a little expensive but I think worth it. They're also some knock-offs that are a little cheaper. But if you go with the milk crates, stay away from the store bought ones. They fit the records perfect, but no space on the side for extras. you're just gonna have to steal the real ones on the side of the bagel store.