If you have some tools, building a rack can be a nice option. I built a really nice oak rack w/hardwood dowels for my DVDs: it will hold about 550 DVDs. If I'd have configured it for CDs I think it'd hold about 950 to 1000. The whole deal cost me about $110, but then I already had a drill press and a few other tools.
It is about 6 feet tall with oak 1 X 6 sides and a 1 X 6 in the center (3 posts). The hardwood rods are spaced into eight rows, and they go thru the middle post for support and are glued into countersunk holes in the side panels. I then drove really cool looking square headed screws into 2 of the three shelf rods. In a way it does look like a wooden version of the way the Boltz racks work.
My brother has a digital camera; maybe I can borrow it and try to figure out how to upload a picture. It'd be a little easier to see what I mean. Anyway, nice looking, very cheap (compared to Boltz, anyway), and you of course can build it just the exact size and configuration for your needs.