I use two different:
Belt pouch - bought one on eBay that clips or slids on a belt (I use the slide as it prevents it from popping off). I wear this at work (business casual) - it has a really strong magnetic flap and makes the phone super accessible.
Broken clip/sleeve - bought this at dollartree - it's was made to clip on the belt and for the first generation iPhone - it also came with a screen protector which is really why I bought it (bought the same day as the phone and didn't want to pay $3 for the screen protector at a kiosk). The phone barely fits - with the front completely protected by the back of the case. The first time I clipped it the clip disintegrated - I tore the rest off and now it easily slides in my pocket. Since it's fairly thin it's comfortable and offers a degree of protection that you don't usually see.
The issue I have with most of those cases:
1. They are usually cumbersome -the iPhone's ergonomic shape gets extended into something with hard edges, or into some cloth thingy that clings when put into a pocket.
2. Many of the cases themselves have weire overlaps, hinges or some such to encase the phone that are breaking points if you ever need to take the phone out.
3. Most of these cases are made to wear out at some point so you end up buying another rather soon and it can be difficult to find the same as a replacement if you really like it (these companies come and go).
Another idea that I like and several people at my former job used - it's basically a thing adhesive-back clear skin you apply over the whole phone - gives it lots of protection and doesn't impede putting into the pocket.
Just my 2 cents, for what they're worth.
-- John