With me, it depends on which marker it is. I have 3 that are my "Pride-And-Joy" markers: a CCI Phantom setup, an A5 Mag-Fed(Tacamo) conversion, and a Sheridan KP3.
They each have their own gun case (Plano Gun Guard all-weather) with the marker, field maintenance supplies, and/or quick-change options. My other markers usually go in my travel boxes, like Contico cases or a roll-around toolbox like you can buy at Lowe's or Home Depot.
All that being said, I would recommend ALWAYS transporting them in non-transparent, lockable containers. It keeps prying (and covetous) eyes away from them, and can save a lot of hassle. And besides, with the mil-sim angle of mag-fed now, some markers look VERY realistic (like my AKA5 "Tippmannikov") - so imagine if someone didn't know it was for paintball and I didn't have the opportunity to explain that. Why give the already-overreacting "there ought be a law" people even more ammo to hurt us with. ?
Just my $.02 ($.0115 after taxes..lol) - hope that helps !