It's apple - we don't know
I'm also eagerly awaiting my new nano, but Apple has given us no more specifics other than "October" for the shipping date. As they already have them made in large quantities, I would like to think they are shipping right away in October. But who knows.
Also, I have seen nothing in the way of arm bands, cases, screen protectors, etc.
I guess, as with most cases with apple, patience is the only option. *Sigh*