Some people need cases... I sure don't want the thing getting tangled in my purse (OR pocket). I'm still looking. Found an old velvet drawstring bag about 1 1/2" by 2" that came with another set of mini earplugs. I'll use that for now.
http://www.smalldog.com/product/32900 They clip onto the factory headset, for me a better fit. and they come with a decent case. Around 14 bucks, I found a set at radio shack.
I think their headphone turtle is just what you want. http://www.newfrog.com/c/headphones-47.html http://www.wholesale-cell-phone.com/
Dirt cheap hard case for earbuds. I use these so i dont have to use the Sennhesier IE8 case. http://www.ebay.co.uk/itm/Pocket-Bag-Hard-Case-Storage-headphone-earphone-I1-/140618890899
There's this awesome accessory, but i forgot the name lol. If you can find it, let me know too. It's basically a 5 or 6" thin strip with two magnets on each side to hold the headphones. On one side of the strip it has an adhesive side that sticks to the iphone case ur using. So basically its like a clip that works with any case.
The case that came with my Skullcandy earbuds is really nice. Hard on one half and soft on the other and has a zipper.