Given that I have all the electronics, and none of the mechanical parts, save the steppers, I built an enclosure to hold it all, and more importantly keep my from mistakenly touching a live wire and barbecuing myself.
I couldn't find a ready-made box locally that would be an appropriate size, so I MacGyevered a case from a piece of pine shelving and a sawed-to-size case taken from an old Shuttle PC. I also re-used the power plug and switch from an old, burnt out PC power supply, as well as some of the cabling as it had some nice loom already. The stepper cables are a little long, but I wanted to be able to move stuff around if need be, so sacrificed neatness for convenience.
Finally, I couldn't find a surface mount USB connector I liked, so used a little sugru to grommet in a spare USB cable. I'd prefer to not have the cable hanging out, but will hopefully be able to find something by the time I get around. Once I have the whole system up and running (ie. I am able to cut) I am planning to make v2 of the enclosure out of a nice coloured acrylic.
I tried to leave space in case I had to add heat sinks to the grblShield chips, but from what I have read it seems that is not necessary.
Also, I've corrected the wiring inconsistency with the X connector, but it didn't make it into the photoset