Greetings!

Of all the cases I have tried, the one that works best is an old pistol case (d33zy: I am surprised you have not tried this!). It is heavily padded with eggcrate and removable foam inserts for a great fit, just enough space for the player / remote / power / cables, usually with very sturdy locks or the ability to padlock it to something.

Mine is from an old pistol, and the outer shell is injection molded with the gun manufacturer's name on it. It looks quite intimidating, especially when you have an NRA Life Member sticker on it!!!

Note: You do get really strange looks when you go around with a case like this. Especially if you live in certain parts of the US and even more if you have ever been into the folk/rock scene! I have been to a couple of coffee houses where they looked at the case and nearly asked me to leave! (Until I opened it and demoed the empeg, that is...)