Back in the Jurassic period of coin collecting, before 1980, there was no such thing as a numismatic slab. Today, slabs are everywhere. If you read through some of the pages of CoinQuest, you will find recommendations for coin slabbing services such as PCGS, NGC, ICG, and ANACS. Slabs are important because they settle numismatic (coin collecting) issues such as authenticity, grade, and protection from the elements.
The trouble with slabs is that they hold only one coin. If you want to display two or more coins in the same holder, you are out of luck with numismatic slabs. They also carry gloopy markings such VF-20, MS-63, and S$1 which may be significant to coin collectors, but are meaningless to normal people. My implication that coin collectors may not be normal people is quite intentional. Since I am a collector, I know!
Capital Plastics pioneered the lucite coin holder and may well have sparked the advent of numismatic slabs. They were extremely popular from 1960 to 1964, when the US mint issued coin sets in flimsy cellophane packaging. People would carefully remove the coins from the cellophane and insert them into Capital holders. They are still popular today.
Capital holders and their look-alikes come in many shapes, sizes, and colors. Check their web site for a sampling. Capital Plastics does not sell coins, only holders for them.
As to the value of a coin, packaging of any coin, be it a slab, holder, album, or any other mechanism, means nothing. Collectors evaluate coins based solely on the coin itself, not its holder. Wise people keep coins in holders and slabs for the reasons cited above, but holders do not add value to the coin directly.
Mike asked a question about a US mint set in a Capital holder. The value of the mint set is just the same with or without the holder, although the holder may have protected the coins from the elements better than other measures. To view values of US proof and mint sets, click to this CoinQuest link.
One of my favorite Capital holders is for a US Type Set (shown at right). It has a hole for each of the different types of US coins. A good way to collect is fill each hole with a nice example of each coin. Since there are no holes for gold coins, the cost of the set does not go sky high. When complete, the collection presents a comprehensive overview of US coinage. It took me 5 years to fill mine.