I've bought two of these; one for the measuring purposes and the other to make DIY nut files (the real nut files are terribly expensive and shamelessly overpriced, especially if you're only planning to use them once in a blue moon and there are a couple of videos on YouTube explaining how you can make them yourself out of the feeler gauges).
They come in a sort of a nylon/plastic sheath and as some of the other reviewers mentioned; they are drenched in some kind of oil, possibly to serve as a lubricant and/or to keep them from rust, so you'll likely need to keep a tissue at hand when taking them out, at least for the first several times of use, because it seems impossible to wipe it all just in one attempt.
I've used them several times now for measuring, they don't feel too flimsy and seem like they'll gonna last.They do seem a bit sharp on the edges, so be careful when handling them.