http://www.zcover.com/
The zCover has a hole to attach a lanyard in the back. Though not as convenient as attaching at the bottom of iPhone, to my mind, it's safer than dangling a $600 gadget from its dock connector.
I received my zCover on Wednesday. I chose it over the Revo because of it's varied accessories: case only, add belt clip, add armband, attach to window or use on viewing stand, a dock, and the ability to attach a lanyard.
Not yet available is the new dock from zCover which allows you to dock your iPhone with the case on. It features a dock extender.
I purchased the gray. The sensors all work fine. Having something to grip (silicone) makes the need for a lanyard less pressing.