CD and DVD cases are not that expensive, but of course you will need to buy more than one.

Check out your local stationary or office supply store, I am sure they have other options for storage.

I receive CD's all the time for my radio show, and often they arrive without jewel cases - which I don't use anyway. I use a product called jewel sleeves (www.jewelsleeve.com) which enables me to store 4x the number of CD's in the same space.