I would agree with miles01110's sentiment. There's really no need to start a new thread about cases.
But since you did, I'll give my .02. As you can see from my signature, I've still got a 3GS, but my girlfriend recently got the iP4 and has 3 different cases already.
The first case is a crap case from the AT&T store that I made her get before we left. I know how bad she is about dropping her phone and I wanted to protect it until she could get a better case.
She got the Speck PixelSkin HD as her free case through the case program. I was actually very impressed with it. I thought, from the pictures, that it would be a snap-together hard plastic case. Not so. It's actually a slip-on case (like a silicone skin), but the material used is much firmer than any silicone skin I've felt before. It really feels protective and nice in the hand.
The other case (which she ordered online because she liked the one I've got on my 3GS) is the Speck Candyshell. I'm EXTREMELY impressed with the iP4 version (and I love the one on my 3GS). They've made a couple of nice changes from the 3GS version that are very welcome. First, the silicone around the screen now has a flat edge whereas the 3GS version kinda comes to a point. It's much more comfortable to hold against your ear for a long call and makes getting to the space bar when texting in landscape much easier. They've also made pressing the volume buttons and sleep button much easier. On my 3GS, I really have to push to get them to depress, but with the iP4 version, you can actually feel the buttons click when you push them. Very nice!
So, OP, I'd definitely recommend either the Speck PixelSkin HD or Speck Candyshell if you're looking for a good, protective case.