I got the Spigen thin case. Provides great protection, and I actually think it makes the watch look much better. I have the stainless steel version, and hate the look of the rounded glass, and think the stainless steel looks like a device from the 80s. The watch also scratched the first day I got it. This case solves those issue.
The case needs more work though, it pops off to easily, I'd like to see it provide fully body coverage, and not have their logo on it. I'm hoping to see more 3rd party cases pop up that provide protection and improve the looks of the watch. I never thought I'd need a case for the watch, but now I will never be without one until Apple makes a nicer looking/more durable body for the watch.