Building a wall-wart style case
All high volume wall wart cases are custom- of course different voltages and specifications may share a similar case with the internal components and labels changed. Some are more custom than others with the customer name molded in. The pins (blades) are stamped metal parts that are generally designed for the case series and either fit into mating recesses in the plastic part or are insert-molded into the plastic part. 

You can find empty cases designed for low-volume products without much trouble. They would generally have the pins either molded in or supplied with the case, so you shouldn't have to worry about that aspect. Usually if you place a minimum order of a certain size (maybe as low as a few hundred pieces) you can get a custom color, if that's important to you. 

The mechanical considerations for a fresh design of such a case must include safety (no fire hazard, the pins must not come out and stay stuck in the outlet to electrocute someone), functionality (support the internal components and the stamped blades, allow for a plethora of world-wide plug styles) and must be easily manufactured (wall thicknesses- no parts too thick or too thin, preferably no slides or other side-action required in the mold) as well as being attractive (designed so sprue marks, blemishes from flow or jetting etc.) are minimized and/or hidden behind the label). It's also nice if it looks relatively cool and fits into packaging nicely. The resins and other materials used will be scrutinized by the safety agency folks. These days there is good software which can be used to predict mold filling and ensure the plastic part design and the injection mold design will work with few modifications required. 



At the risk of stating the obvious- your use of an approved power supply module and a flame-retardant case made of a listed resin does not relieve you of the necessity of safety testing your product, but it makes it more likely that you'll pass without major changes.