No case here - just carry it in my pants pocket like all my cellphones. I have never used a case and never plan to use one.
I do, however, have a Timbuk2 pda holster that I will use with the iPhone (or any phone) when I do something like go to an amusement park, or other place where you add banging around to your experience for the day. But once home, goodbye case, hello pocket.