i think they are in regular blu ray cases. go on youtube and search for star wars blu ray unboxing and they will have videos of people unboxing the movies. i do this from time to time cause like you i rather not get those slip sleeve holder things.
Edit: http://www.youtube.com/watch?v=ATWhG201NoE you might want to skip to the 4 minute mark cause thats when they start showing the case and what not. Its for the 2 sets. 1-3 and 4-6.