Drives generally come packed either in those plastic shells, or in anti-static wrap, and then packed into specially cut foam (foam with slots, like a very parallel toaster) in a box with foam at the bottom and foam at the top. If you're not buying the drives in bulk, you don't get the box with foam.
Yeah, when I get the replacements from the drive manufacturer, that's how I receive them. But I've ordered pillows that are better packed than what I get from Newegg.
