I use the Timbuk 2, 2-way on-strap Phone holder, both on the strap of my messenger bag and on my belt.  Even with the Speck PixelSkin HD case on it, the IPhone 4 fits easily into the holder.  The holder is easy to attach to either the messenger bad or the belt. The holder grips tightly to the belt or the bag and I have no fear that it will slip off. The soft interior of the holder should eliminate the possibility of scratches that can occur by constantly sliding the phone in and out of it.