My dad and I recently built a wooden enclosure for my supergun and arcade boards. I designed it and my dad helped me cut the wood and put holes in it. There are no ports on it, except for the 3 pronged power connector on the side. All other cables go out through the holes. The controllers stay inside the box, and when I want to use them I hang them on the slits in the front (which are accessible with the door open) and then close the box. There's also a small fan on the side. The supergun is a Vogatek supergun PCB. Very cheap, and quite effective if you're using an RGB monitor as I am. The RGB signal out of my MVS is just about the clearest I've ever seen.
Currently my Neo Geo MVS is inside it. I also have a Sega ST-V, and it's easy to swap them out. I really like this setup. I've had these arcade boards for a long time, but I've never been able to play them much because it's always been a pain to drag them out and connect everything. Now it stays right next to my monitor, just like all my other consoles. It's not the most beautiful enclosure ever designed, but it has a kind of minimalist look to it that I enjoy.
I may take a video, if anyone's interested in seeing one.
In the meantime, here are some pictures:
My 2 MVS games. The Blazing Star label is fake. I believe the Metal Slug label is real, but as you can see it is in pretty bad condition. The game plays great, though. One cool thing about my MVS board is that it has a stereo headphone output, which works great with my speakers.