For the DVD and bluray sized games I just used these cheapo resealable ones from ebay
http://www.ebay.co.uk/itm/200-14mm-D...item231731473c they do split after multiple uses though, so I tend not to take them out much. For the subsistence game I used a comic book bag and just taped it around the back, not perfect but it keeps it in nice condition and looks OK from the front, I get them from my local comic book shop. For bigger items (LE boxes and the like) I got some florists cellophane and wrapped them like you would wrap up a birthday or xmas prezzie. You can get magazine sized comic bags as well, these do for all but the biggest of game guides/art books. I'm yet to find a decent sleeve for the double disc PS1 games though, if you find any let me know
Oh, remember to put a small cut in the bottom of the sleeve to let some air in, this is important especially with already factory sealed items as they tend to sweat and accumulate moisture if they don't get any air flow. (I just cut the bottoms corners off)