Mine are currently in this black put-it-together shelf I got from Hastings for $30. It's supposed to hold 600 CDs but it lies cause I couldn't fit mine all in. Does hold about 550 though. I have another media rack I got from KMart for about the same and it doesn't need any more putting together other than the little feetsies things. And both of these are really sturdy considering they've stood up for three years solid despite the concave floor and three rambunctious cats constantly leaping upon them.
If I didn't already have plans for them to be a rock shelf, I'd send em both to ya when my friend finishes building me my new entertainment center.
Walmart has some good ones too, but whatever you do, DO NOT get the wavy wire rack! That thing is unsteady when on a flat surcace, bolted down, and in low gravity with nothing on the shelves!
There's a rack style I'm still really fond of that I found at WalMart, Target, or KMart. Probably KMart. It's unfinished wood and the main "shelf" slants backwards (to keep the CDs from tipping out frontways) and to keep them from slipping out backwards, there's two wooden rods running lengthwise. It sounds (and looks) dreadfully flimsy, but it's the best shelving system for media I've ever used. And it's inexpensive and comes in various sizes.