I use recycled bottles as others have mentioned. But only for longer trips where I will be using 4 ounces (or more) of olive oil on the trip. If I only need an ounce or two, I bring these: http://www.minimus.biz/detail.aspx?ID=7815
Sometimes you can get them from Italian restaurants that do take-out. I also get packets of grated parmesan/romano cheese from them. I have a tupperware container in my pantry which I store all kinds of take-out packets from take-out restaurants and hotels.