The padded deck bag is my solution as well (I have a Max Protection one, pretty much the same design as the UltraPro). Two figures can easily fit in each rectangular slot. With the smaller figures you can fit three.
We do need something specifically designed for these, though. The figures from other games (HeroClix, etc.) are much smaller, maybe half the size of these, so no luck using cases designed for those. I've seen people keep them in the display packaging, but that won't stand up to too much jostling, as evidenced by the number of broken figures straight out of the shipping case. The owner at my local store opened two cases right in front of me, and we counted three broken figures. Ho-oh < UPS, apparently. Of course, UPS can destroy even the most resilient of packaging....