I use a ninja grip (fingers on both sides, one over the top, where the SD card is), and so far, so good. I like my Treo as-is. Keep it in my front pants pocket, with nothing else. I don't mind scratches so much so long as they're not on the screen (I use a screen protector). In fact, the paint's already chipping away, not because of my pants-pocket storage solution, but because I have a tendency during meetings to pull the device out of my pocket and place it on the table screen-down because it lies flatter that way. Screen up, and the damn thing rattles back and forth, which I find a bit annoying.
Saw a slim-fit leather case the other day, which I might consider. That way, I could keep a couple of other trinkets in my pocket without worrying I bang up my device.
EDIT - Links:
http://treocentral.com/content/Stories/952-1.htm
http://blog.treonauts.com/2006/09/treo_case_proto.html