CdnRepRap's LM8UU holder was just what I've been looking for - every other holder I've tried has been very fragile for me.
However, it was set up for metric screws and was not in a format I could easily modify.
So here's an SCAD implementation. It's done as a module so it can easily be tacked onto other objects. I put them on Greg's X carriage in about 10 minutes (I'll post this later after I print a test one).
This is a fresh implementation made by just printing one of the original objects, measuring it and bashing it out in SCAD. Enjoy.