I am a fan of the "phone sock". Basically it's like a thick woollen/cotton sock made to size for your phone. You slip the phone into it and because it stretches a bit as the phone goes it in stays in all by itself.
- they are really cheap - I got mine on ebay for a few dollars
- they provide good scuff protection if you drop the phone
- they provide some impact protection if you drop your phone
- you can still put the phone in your pocket or bag unlike with belt mounted ones.
- interestly, as you push the phone into them, the material slides over the screen and cleans it for you! And if your screen gets prints/marks on it, you've always got a nice soft bit of material handy
- it makes the vibrating alert less noticable, so you may miss the occasional call while outside walking in noisy traffic.
- the in-and out motion has caused the corners of my screen protector to lift up.
It would also be good to get people's comments on the supplied screen protector. Did people leave it on? Have the corners lifted up on their own? Have people taken it off? Where can you get replacement ones?