In a couple of previous posts, I wrote about building a PSU based on an instructable. I finished this off by packaging it in a plastic box. The original used an aluminium one, so the whole box can act as a heatsink. The converter board came with a heatsink with some self-adhesive tape. I replaced this with a thermal adhesive pad made by Startech, and then cut a hole on the side of the box for it to protrude from. I'm not sure how hot the heatsink will get and whether this poses any risk to the plastic box; time will tell.
Here's a few pictures. Note that I set this up so that anything that is in the lid of the box connects to things in the base through something that can be unplugged or removed mechanically in some other way. This makes putting it together a lot easier.