Light shows are typically outside which means that the lights being controlled are in locations that are exposed to the weather.  Since the electronics that control the lights need to be reasonably close to the lights, it is necessary to protect the electronics.  We do this by putting the electronics into an enclosure.  Pretty much any water-tight box that is large enough to hold the specific electronics can serve as a enclosure.

We have used the CableGuard and Holiday Coro boxes.  I've listed those as well as some of the others that I've seen (in blogs/forums) used.

Ammo Boxes 

They come in various sizes in metal and plastic.  The plastic version would probably be the best option. The price would fluctuate based on size but you can get a standard one at Walmart for under $5.00.

Bud Industries Boxes

They sell many different sizes of waterproof boxes.  I would consider these the high-end solution, but you get what you pay for and these are high quality boxes.

     Bud NBF-32022 Dimensions

      Outside: 13.75” x 9.84” x 5.9”

      Inside: 12.8” x 8.26” x 4.26”

CableGuard

These boxes are available from most sites that sell pixel related products. They are "weather resistant" as opposed to water-tight because they include openings (with foam inserts) designed to allow cables to go through the enclosure.  The most frequently used size is the CG-1500 and they range in price from $14.00 to $45.00.  

     CG-1500 Dimensions

      Outside: 11.6"x11.2"x5.1" 

      Inside: 9.75"x9.75"x4.5" 

     CG-1000XL Dimensions 

      Outside: 9"x9"x5.25"

      Inside: 8.25"x8"x5"

Holiday Coro

The folks at Holiday Coro developed the HC-2500 box to be an improvement on the popular CableGuard CG-1500 Box. Improvements include the following:

• The increased depth allows Power Supplies to be placed on their side requiring less room.

• The footprint in the door and in the box are the same size making the space in the door more flexible.

• The box can be ordered with/without an openening on the bottom.  If the opening is chosen, various options are available making configuration/re-configuration possible.

     HC-2500 Dimensions

      Outside: 12" X 9.7" x 4.73"

      Inside: 13.75" x 11.54" x 5.89"

      Bottom Opening: 2.5" x 8.6"