I have 2 options for my n800 -

1) I got an Intec-branded Nintendo DS case, and sewed some velcro on the top, I have 2 velcro patches on the top of my n800 to match. The bottom is held in by two plastic corners of the case. It's very good, and I trust it

2) While sewing, I put a flap of velcro over the Nokia provided case, so it doesn't slip out.

All that being said, since I have a screen protector, I have been using no case at all, most of the time. I'm always very conscious of my electronics, so I'm not a crush-risk kind of person. If wearing dressier pants (something loose) I can carry it in my front pocket and nobody will notice. At least they don't say anything.