In reply to Humphrey Jungle:
I've got a Chain Reaction Cycles bike bag in their sale a while ago, including wheel bags, for £50.
I was actually only after a pair of wheel bags, bud decided that as they were going to cost £35, I might as well spend another £15 and get the set.
I used it to take the bike to last year's Etape in a van and that was fine.
I borrowed a friends to take my bike to Germany before I got that one and that was fine, but, in hindsight, I'd say take the rear deraileur off, as mine got slightly bent.
One of the cycling websites has a "how to" of packing your bike in such a thing - including letting air out of suspension.