Purtek Deluxe MP3 Player or iPod Nano Armband Case - MP3CSDLX
This is a well thought-out and nicely made product that is also quite thrifty. I use it daily and it has gone through rain storms, sprinklers and snow storms. I even dropped it once in a mud puddle, and after cleaning, looked good as new. I recommend it for any MP3 player you can't find a pocket for.