Cigar humidors come in a variety of sizes, designs and price tags. The one(s) you'll want to buy will depend on how and where you want to use them. Here are the most generally accepted classes:
STANDARD HUMIDOR
Standard Humidors are the most popular kind of cigar storage unit, and are usually kept in one location, although I guess in theory they could be moved around, too. They can hold from a few dozen cigars to thousands, depending on the size. They are typically made of a nice polished wood and many have glass tops to impress all your friends with the contents.
TRAVEL SIZED HUMIDORS
Travel Humidor -- These boxes will usually accommodate 10-20 cigars, although some can carry more. They're not intended for your pocket, although that's what the name might imply. They're a box intended to carry enough cigars for an event or a short trip.
POCKET HUMIDOR(Cigar Tube or Cigar Case)
Pocket Humidor (Cigar Tube) -- 
Now this is what we're talking about for portability. Although, they're really just a cigar carrying case and not a humidor. But still, convenient for the day.
ROOM HUMIDOR
Room Humidors are usually used in cigar stores, cigar bars or in very rich guy's homes. They are what they sound like -- a room designed specifically for storing a huge quantity of top quality cigars, with strictly controlled temperatures and humidity.
If you are the handyman type, you can check out the walk-in humidor built by Paul Feith.
Paul says: "From May 2002 to April 2003, I sketched, planned and built (with the extensive help of my neighbors Jim and Steve) a walk-in humidor to protect my investment in my massive cigar collection. Currently I have around 10,000 cigars (roughly 390 boxes + bundles, samplers and singles)."