As far as I have seen, there are basically 3 common materials used for bento boxes: aluminum, plastic, and glass. My bento boxes are lacquered plastic, mostly because I wanted to be able to microwave my lunches, and they're much cheaper and more durable than glass. If you end up buying yourself some boxes, make absolutely sure that they have a "microwave OK" sticker on them (this will be a picture of a microwave with a large "OK!" next to it in English) if you plan on heating them, or even if you're just going to be putting hot foods in them. Many plastics will break down at higher temperatures, and I've even heard of paint peeling off boxes while they were being washed in hot water. Another option, if you don't care about having pretty boxes, are Lock & Lock containers, which are microwavable, seal well, and are cheap. However, I personally find that having pretty boxes encourages me to make bento lunches.
I'm actually also currently in the market for a metal thermos bento container, because its getting chilly out, and I'd like to be able to bring hot soups, tea, chili, etc. for lunch.
I currently have 3 2-tier bento boxes, along with 2 carrying bags, and 2 sets of chopsticks, which I rarely use unless I'm eating at home. They hold between 500 and 650 mL each, which is an important number to know, because, when properly balanced and filled to the brim, a 500 mL bento box will equal approximately 500 calories, etc. There are many different sizes for many different appetites, but I have found that this size satisfies me just enough that I will be hungry for dinner about 6 hours later, which is generally a good way to go.
This round bunny box holds about 550 mL, with the smaller, divided tier nesting inside the larger bowl portion. This box is really fun to use, but the round shape makes filling it to the brim pretty hard.
The butterfly box holds the largest volume of about 650 mL. Each tier has a lid, which means that they stack on each other instead of nesting. This makes for 2 identically sized tiers, which sometimes makes portioning difficult. Fortunately, there is a removable divider to help with that problem.
This large bunny box appears to be the largest, but actually holds the smallest volume of 500 mL, because the top tier nests so far in the bottom. This is the most difficult of my boxes to pack, because there are no dividers. As you can see, the top tier has a pretty safe locking lid, so I use this box mostly for slightly leaky foods that would make a mess in my other 2 boxes.
I bought all 3 of these boxes for between $15-$30 each from this E-Bay store. They have a pretty good selection which changes fairly often, and a section of Microwave OK boxes. Also, for being in Japan, their shipping costs and times are pretty reasonable.