Sew your own
Sew a grid onto a heavy-duty plastic sheet protector (available at most office supply stores). A sewing machine can do this in just seconds; you can try it by hand, but be sure to make tight, straight stitches. Then very carefully cut a slice into the top or side (your choice) of each rectangle so you can slide an index card into each slot. A small, sharp razor works best for this, because you want to make sure you only cut through the top layer of plastic. Repeat this on as many sheet protectors as you need to hold your index cards.
Recipe box
Small boxes designed to hold recipe cards work equally well for all types of index cards. You can also use index card dividers to keep your cards organized.
Pocket protectors
For holding just a few index cards at a time, try a pocket protector (in or out of your pocket).
Simple closures
You can use a large elastic band, a binder clip or a piece of ribbon to keep your index cards in a secure stack. Or use a hole punch in the upper corner of each index card and fasten them all together with a key ring.
Index card-sized office supplies
Multiple companies make thin plastic index card holders; there are also index-card-sized three-ring and circa-style binders, specially sized shoeboxes, Rolodexes, and even filing cabinet drawers designed for holding index cards. Check your local drugstore or office supply store, or shop your favorite office supply retailer online.