Here are some pics of two cases for the N800 that attach to a belt by loop. The first three are of the HP Jornada case on Overstock ($5 + $3 shipping).

The N800 slips in perfectly, with just a little resistance (which is a positive). The N800 is a little too tall for the pouch, so it looks a little dorky but it still fastens securely (though not at an anti-theft level of "securely"). It sits on my belt just right. It's comfortable both sitting and walking.

If I choose to take it traveling, I might sew an extra strip onto the flap that will hang down the front and velcro-seal at the bottom back. As has been pointed out before, the case is leather and high-quality. The belt loop swivels, but I see neither advantage nor harm in that. The loop isn't really a loop, as only the top of the loop is attached to the case; so you can put it on without taking off your belt, but it would be practically impossible for someone else to take it off of you. (In fact, it's very hard to take it off yourself without unbuckling your belt.)

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On my recent trip to Egypt, I didn't yet have the HP case. I discovered at the last second that this little zippered case I'd bought for 2 euros on the streets of Rome fit my N800 and was very secure. It was a little too tight, making it a minor hassle to get it in and out. I'm not sure which case I'll take next time.