I got the belkin acrylic case and I love it. I have actually been using the belkin case and slipping that into an Oakley microfiber bag before I put it into my pocket. That seems to work pretty well. And it keeps my iPhone pretty and clean also.
I just got the Jam Jacket by Digital Lifestyle Outfitters. It's basically a rubberized silicone case that includes a compartment on the back to store your earphones...it's actually pretty cool. It was made specifically for the iPhone obviously so it's a really snug fit.
I've been using an old Palm Pilot case I have. I gives lots of protections, hangs on my belt and sorta fits in my pocket. I figure it will do until I find something better. I really like just carrying it in my pocket but the glass scares me. I almost want to fill my back pack with styrofoam and put the iPhone in the middle with a string attached to fish it out when it rings.
I also have something similar to that and so far it does the job! You guys & gals might want to check on ebay because they have clear cases and silicone(all colors) that should fit perfect to your iPhone. I got one for $5 bucks just waiting now to get it. I will keep you posted with pictures!