I use the Otterbox Commuter series black case, I had Shure Series 210 in earphones, but I stupidly lost them in a rental car.
I might buy them again, but I am also considering Klipsch or Sennheisser.
I use the Speck CandyShell case on my phone. I had the Apple bumper but I dropped my phone from the hip this spring and the screen shattered, so it obviously doesn't offer any shock protection. After I replaced the screen/LCD myself, I decided to get something that offers a bit more robust.
I have the Apple In-Ear headphones when I need a wired connection, but I mostly use Motorola s805 wireless Bluetooth headphones. They are very comfortable, I can wear them all day if needed. They also can do all the controls - track forward/back, pause, volume up/down, answer calls. I was initially worried about the battery life, but it last probably 20 hours of continuous listening.
I pre-ordered a new pair of 'Leo' Bluetooth headphones from Arriva, for running and exercising. I really hope they are good quality and decent sound. The should ship in a week.
I use something I found in an AT&T store: Body Glove. (it's nothing great).
Then I use Ultimate Ears UE 500vi earphones with Comply tips that come in the earphones.