Believe it or not, I use real milk crates that I've purchased legally over the internet directly from a manufacturer (source available upon request, oh and they're only 'illegal' when stolen, there's no law prohibiting you from purchasing them). They're about $10 each when bought in quantities of 6, 6 (this includes shipping), but the manufacturer has stated there's a discount when purchasing in full pallet loads. (They can also hot-stamp them for an extra fee).
The crates themselves are black, and I can stack a maximum of 9 floor-to-ceiling (though I'm not that tall, and stop around 6). I use masking tape and a sharpie for labels. The crate floor is sturdy enough to handle a lot of weight (I've stacked them full of canned soup with minimal sag), and they're small enough that they can be lifted and moved, even when full, with little effort. Small items that might slip through the holes are packed inside ziplocks or other small bags.
For larger items (such as my backpacking tents/poles, backpacks, etc) that can still reasonably fit within boxes/totes, I use the larger 18-gallon Rubbermaid Roughneck totes, which can also be stacked pretty tall and remain sturdy. These can be bought from nearly any large retailer for about $9 each. One wall of one room is also fitted with wooden storage shelves from ikea in combination with these roughneck totes, for larger items that I need frequent access to.
For even larger items, such as long guns, some longer tools, etc, I custom build sturdy wooden crates with matching dimensions to the milk crates. These are built with an eye for portability, durability, and compatibility. In fact, the "long gun crate" sits on its side in a closet with milk crates stacked on top of it (the front panel is hinged and is still fully accessible). The wooden crates I build average out to about $6 per cubic foot.
Anyways, this is my system. I love milk crates because they're super sturdy, fully stackable, and super portable. They also last forever (but can crack and break if struck with hard objects in cold temperatures).