Well here's my list so far and this list isn't for everyone. I work outdoors 5-6 days a week and I'm constantly around dusty, dirty and sometimes damp conditions. I'm in no way worried about the 'slimness' of my phone. I'll take function/protection over the fashion.
(1) White iPhone 3Gs.
(2) Black Otterbox Defender Case
(3) Microfiber Cloth
(4) Hefty OneZip Storage Bag
(5) Apple standard iPhone earbuds
(6) Lowepro Ridge 30 Digital Camera Case - I wear this at work mainly so that I feel my iPhone is 100 percent secure from the elements. I usually leave my Defender belt clip at home and stuff the iPhone (still in the defender 'case') plastic baggy and cleaning cloth in the main zippered and well padded main part of the case and my earbuds in the front zippered part of the case. It really is the perfect fit for everything I need and it's water resistant.
That's all I generally carry with me at all times.
I've also got this on the way...
(7) Contour rE-Charge Universal - 2-in-1 Car/Wall Charger with 2 USB
...Although I have no idea where I'm going to carry it. Probably just in my pocket.
I may update my list in a few months with a couple other things such as...
(1) Mophie Juice Pack Air - This is a case/battery pack for the iPhone for those that don't know.
(2) Some type of screen protector.
(3) A new case or pouch that may fit that Mophie.