After buying 4 other cases for my phone, I finally found one that I like. It is very durable, has a great grip, and isn't too bulky. I hate paying $35 for a case, but this is definitely better than a lot of other cases that are the same price.
I have always used Sena leather sleeves but I kept losing the last one, leaving my iPhone to get tormented in my pockets. I spent a fair amount of time at the Apple store looking for a case, and this Thule stood out to me as the best. It's extremely light and has a rubberized grippy feel but slips into my pocket easily. It has the snuggest fit of any I tried and seems to protect the phone very well. As far as price, all the premium level cases are in this price-range, so it's not overpriced. The best thing about this case is that it's the least obtrusive, not much different than having no case at all.