I've got four of the 4x4 Ikea Expedit bookcases lining a wall in my place. Work very well and are amazingly cheap for thier consruction. I have around 8k records in them with plenty of room for expansion. No sign of warping etc. which is better than I expected for 99 dollars. They make some smaller ones as well.
http://www.ikea.com/webapp/wcs/store...umber=40047675