I have a bunch of those blue CPU trays mentioned above. They fit socket-7, 370, 462 (I don't know what else, but that's what I use them with). I really like those trays.
I have some other black trays that are designed for mPGA478. I don't like them as well. The pins hang through an opening and the CPU is suspended from the lip. I prefer to put those in plastic single containers though, which I don't have enough of. The blue and black trays don't quite stack perfectly with each other, but it's good enough.
I have one unused LGA775, I think it's laying with the 478s, maybe in a single container.
My [edit: socket 4] and 8 CPUs are laying on foam in an old motherboard box. They're too big for the trays.
I have one unused socket 940 chip, it's in a plastic single container. I don't know if it would fit the trays but I think probably not. Pins are too dense for the blue trays and the size probably wouldn't match the opening on the 478 trays.
My slot-1 CPUs with heatsinks attached are sandwiched into a plastic bin. Few if any are in an antistatic bag, I don't worry about that much.
Those without an attached heatsink are grouped together in an antistatic bag and laid on top of the heatsinked ones. My slockets are also bagged together like this. My slot-1 and slot-2 terminators are loose.
I have some DIP chips, though most are not CPUs. I put some in the tubes they belong in, but I don't have enough of those. The rest are sticking through foam.
I remember a few years ago having a real hard time finding CPU and memory trays that I could buy. Luckily some sellers finally realized there's people who want to buy them.