I use an Incipio Feather, which is a super-thin shell for the back and a bit of the edges. From what I can tell from pictures of the Belkin grip vue mentioned by others, the Feather looks thinner and leaves a more space around the dock connector so you can probably use it with more stuff.
I also have a screen protector.
I used to use it with no protector in a Marware Eco-vue, but not only did the glass screen inexplicably get a nick, but the case was too heavy, so I had to make a change. Re: the nick, I'm not saying it wasn't my fault, but there was no clear explanation for it. I didn't drop it, never threw it into a bag full of cutlery, etc.. No idea what happened.
Apple was very nice to replace it, but I'm more paranoid about the indestructible glass now. This current setup gives more some peace of mind but is very close to naked, weight and form wise.