For packing with other gear that might tangle, I have used a small nylon stuff sack that I got from a camping store. Similar in size/function to a sandwich sized ziplock bag, but more durable and easier to close.
But most of the time, I just stuff them bare in a pocket or wherever I need to put one. I do prefer the headlamp style with the batteries in the head unit instead of a separate rear battery pack, because those kind really are cumbersome to store and handle. But the Tikka-style ones are not a problem at all in most cases to just store loose. For a battery pack model, I would probably want a nylon stuff sack or equivalent.