My brother built a rather resourceful set of CD shelves on the wall for my Dad. Based on smallish type of shelves consisting of two parallel boards with skinny dowels placed so that they acted like shelves on a slant, he bought some thick dowels (like closet rods) and larger boards (1" x 5" or so) and drilled holes for the dowels, glued it all together and mounted it on the wall with brackets. That probably isn't enough of a description to help, but the resulting CD shelves were strong, didn't take up much space, and were easy to reach and to read the cases.

SRS