I used an Otterbox Commuter with my iPhone 3Gs and while it is a really good case (one of the best, hands down), I ended up breaking two of them (oops 😀) in various ways, so when I bought an iPhone 4 I didn't get the Commuter for it because of the question of durability and also due to the fact that I don't like the iPhone 4 version's look (the plastic flap over the top that kind of moves sometimes where on the 3Gs version it was really tight and looked good).
I just put front and back protectors on it. I find that when I use a phone naked I tend to drop it a lot less than when I have a case on it. Funny huh?
I guess what I'm trying to say is: You don't need to use a case. The phone is meant to be thin, light and smooth and as long as you're not a total klutz and you don't drop your phone every 2 seconds, I don't see there really being a need for a case.