I recently made myself a binder. I ordered 2 packs of 4xA4 (roughly 8.5"x11") magnetic sheets of the thin kind you can make fridge magnets out of. I punched holes in them and put them into a regular office 4-ring binder. I have a plastic wallet (containing the packaging for each die set) and a piece of office card between them to stop them sticking together.
It works for me. It sits neatly on my shelf, isn't too heavy, and is great for throwing into my tote for cropping. It cost me just the price of the magnetic sheets, because I had everything else already.