I have an Innocase on mine, makes it hard to use an armband with, but I got the Seidio holster and clipped it onto an old armband I had for my Zune (sans the sleeve and clip), and it holds good enough for me!
I'm curious about the Seidio holster. I've never found armbands to be comfortable enough to use regularly, however, for my iPod I have a great case/belt clip combo that I love to take running. Does anyone have experience using the Seidio case/holster combo in doing something active like running? I'm just nervous that the Droid might pop out of the holster and that's a thought that gives me night terrors.