i'm using a CD pouch to hold my Cokin filters.
its basically like a menu-booklet where upon opening, the filters are easy for evaluating and usage(per situation/circumstances).
it holds about 20filters bought it from CD-Rama for around S$10/.
its pretty big, A4 size and quite a hassle to tag along.
i use a smaller Cokin filter pouch too where it holds around 8 filters. bought it for about S$20 or so.