I voted for both 'Case' and 'Wallet', as what I use is different for different setups.
My 'almost always goes with me' bag is a little LowePro waist pack with a Ricoh GR1v (usually with colour film) and a Ricoh GR21 (usually with B&W film). This also holds the lens hood for the GR21, a couple of spare rolls of film, a tiny Minox tripod and some filters - these little cameras take tiny 30.5mm filters. I take a Skylight, a Polariser, a Yellow, an Orange, and a Red. The Yellow is usually on the GR21 and the other four fit beautifully all together into one of the Heliopan 'drawer' type square filter boxes.
For other 35mm use I use both glass screw-in filters and Cokin P-size rectangular filters. The glass ones are the main B&W colours and plain and warming polarisers, and if travelling light and with only one or two different filter sizes to consider these are all I take: an appropriate selection in one or two LowePro filter wallets.
Screw-in filters for infra-red, colour conversion, and magenta (for some night scenes and for Velvia reciprocity) also travel the same way when needed.
The Cokin P-size filters (Cokin for the B&W colours, Singh-Ray for grad.s, and Chromatek for a set of CCs) are in small wallets that live, with the holder and the adapter rings, in a LowePro Utility Case. This can be carried, be attached to the outside of a back-pack, threaded onto my belt, or fit inside a case. This is what I take when shooting landscape on 35mm or 645 and trying to keep the weight/bulk down.
For MF beyond 645 and for LF, and most 'serious' work I use Lee filters and holders. To travel light, one zip-up wallet, a holder and bellows hood in a soft case and adapter rings in another soft case can all go into a back-pack.
More usually I take a small shoulder bag that contains (most of) my 'Lee system'. This works when travelling by car and working away from the studio, and also for teaching as it gives me just about all I need in one place.
This bag contains two zip-up wallets: one with ND grad.s, NDs, a square polariser, a light blue grad. and 81 & 82 series filters; and one with CCMs, and some pale straw and coral grad.s and stripes. In three separate soft wallets are: two glass rectangular filters - a .75ND hard grad. and a red 3 soft grad (for darkening skies on B&W); Yellow, Red, Orange and Green filters for B&W; and a 105mm screw-in circular polariser. Three holders and a bellows hood take up two more soft cases (the holders are set up for the different thicknesses of the filters, for the screw-in polariser, for wideangle lenses, and one is a 'doughnut' type; a screwdriver is in there too to change the configurations around). A final soft case holds adapter rings. An outside pocket holds two more soft wallets containing colour conversion and CC filters. This sounds like a lot, but I've refined the way it is all packed so everything works very neatly in this fairly small shoulder bag.
This set of solutions has taken me some time to arrive at and it works pretty well for me, but there still doesn't seem to be a quite perfect answer...
Peter