I keep mine in the Otter Box...several bounces and it's in good shape and I'm protected from weather and drops and everything. We've Got Technology Covered // OtterBox.com
I've always used Griffin cases for day to day use and the Otterbox Defender for any outdoor purposes. The Otterbox Defender comes with a belt holster and it doubles as a stand for viewing movies etc. I reviewed it a while back here. In-car I use a ProClip adjustable mount (Brodit in Europe) which allows me to dock my iPhone in it's case.
We like the http://www.amazon.com/Marware-SportShell-Convertible-iPhone-Black/dp/B002MY524G setup. Fun to track runs with free app RunKeeper. Also like thehttp://www.amazon.com/dp/product/B001GRRVBC?tag=priuschatcom-20 It's sleek, feels grippy, and the bottom doesn't slide off accidentally. You can get it with a face in clip if you plan to wear it on a belt.
I have a case from Countours that has a holdster and a belt clip on it. I like it a lot as I can easily flip the phone around to face screen out, or screen in should I want more protection for the screen. About the only thing they didn't anticipate was the use of the camera, so I had to drill and sand/polish two holes in the holdster to align with the camera no matter which way it was snapped into place. Now I can use the camera without having to remove the phone from the holdster.
I have an iPhone 3G, got a case from AT&T, it sucks, but it is functional. as for teh screen protector, go with the invisishield. it is a bit spendy, but well worth it. nothing has been able to put a scratch in this shield..