A copier paper box is about the right size, has a removable lid and is readily available. You also need some screening and tape. It's good to use foil tape, since you may be misting the screen. Duct tape tends to fail if it gets wet. Foil tape costs about $7 a roll.
I have some screen from doing repairs. You could cannibalize an old screened window, or use whatever netting you happen to have around. Maybe a crinoline, mosquito netting, or ... hey, you don't need that wedding veil anymore, do you?
Cut a squarish hole in the box (I traced a 4-inch card box as a guide). Tape the edges to seal them, then tape in the screen.
You also want to have a bee door. Once you've gotten the bulk of the bees into the box, you'll put the lid on, but leave this 1x2-inch trapdoor open on the end. If the queen is in the box, you should have some workers around this entrance, fanning away and telling everyone, "Hey, get your bee butts in here!"
That splotch in the lower left corner is a drop of lemongrass essential oil, which reportedly is attractive to bees. I am also contemplating putting some beeswax on the inside of the lid for extra homeyness. Painting the box to look like a quaint English cottage is also an option.
If you need to take the bees in the car, you may want to mist the screen with water or sugar water so they don't get too hot. Hive them just before dark, or do it first thing in the morning. They'll be clumped up in the top of the box, so look through the window to see where, then carefully lift the lid, position it over the hive and jerk them in or use a bee pick to lower them in.
Voilà. Free bees!
P.S. Now you can see this swarm box in action! Click here.