There are many different types of housing in use, from the traditional cardboard to plastic PVC and even aluminium. They all have their ups and downs. If you are a beginner, I suggest cardboard tubes is the one and only type of casing you use, as the other can have serious consequences if they go wrong. I've always tried to use cardboard when possible, and only use plastic if necessary I would love a proper reloadable metal casing, except I don't have the machinery to make one.

CARDBOARD TUBE CASINGS

Pros:
Light
Does not produce shrapnel
Easy to use
Excellent for rocket propellants which are pressed (such as BP rockets)

Cons:
Not as strong as plastic or metal
Non-reusable

Cardboard tubes are the most common material used for rocket motor casings. The typical internal diameter of the tube is around 12-22mm thick, with a wall thickness of about 6mm. I prefer tubes around 15mm for BP rockets, and slightly bigger for single grain propellants

Surprisingly, the right-sized cardboard tubes are pretty hard to obtain. I've looked around most of the local packaging suppliers and they would only custom make them if I ordered a minimum of a 1000 1 metre lengths at a cost of 30-40 cents per tube. That's a bit too expensive so other means will have to be found. The best and cheapest way is too scrounge all the used cardboard tubes from fireworks night. This is annoying though because it only comes around once per year. My advice is if you are even considering making a rocket, save the tubes anyway because you will be cursing yourself if you won't to build one later and didn't save a few.

Firework's night happened last week? Can't be bothered waiting a year? Make your own. Find out how by clicking "Make your own cardboard tubes" in the How To? section.

PLASTIC CASINGS

Pros:
Relatively Light
Suitable for single-grain propellants such as KN-DX

Cons:
Can produce shrapnel if motor CATO's.
Harder to work with than cardboard

Plastic PVC tubes can be easily obtained in 15mm or 18mm, perfect for rocket motors casings. However plastic tubes can produce sharpnel if the rocket misfires.

Metal (Aluminium)

Pros:
Very strong
Light
Reusable

Cons:
Can produce shrapnel if motor CATO's.
Hard to work with, requires machinery (eg lathe)

Rocket casings made out of aluminium are in my opinion the best you can get. They are lightweight, strong and most importantly reusable. You can buy metal casing at a very high price therefore many people just make their own using lathes.