I have a massive media collection, and I'm in the process of sorting everything. I've been buying the FYE media shelves for 30 bucks each. They're five shelves and they hold about 265 dvd's each (can't remember what the box says, I just counted one shelf and multiplied by 5). They did have a sale recently where they were 20 bucks a piece. I didn't know about the sale until I found a store with a 20 dollar sale price tag that they never removed, so maybe some stores still have the sale tags on them.
They're not great looking, so if you only need one or two you may want to move up into a higher price range. They're made of cheap wood, and the structure is very minimal, but you don't really see much but the dvd's and games when the shelves are actually in use (it sort of blends in with everything and doesn't look cheap anymore). I have 9 of them and need to buy 2 or 3 more. They're far cheaper than anything else I could find, since I would have needed to pay about twice as much for anything nicer. I just kept using store credit to buy them.