I am not sure you really need a case for the shuffle,I don't have a case for my husbands shuffle (which I confiscate on occation

but for me I think that I am not sure I want to invest any more into the cost. but if ou are tucking it in your bra and it is going to get sweaty, I personally like the iskins. My mini (passed on to a teacher) and my new nano's both had a clip. it is easy to use, light weight and not as combursom (sp) as some of the others. As for the headphones, I never hang the wire in front and I run it through my cloths and clip my ipod in fron ot put it in the cup holder or my pocket.
the otter box opod
http://www.watertightcase.com/ipodcaseseries.html makes A completly water tight case, execllent for the beach and boating and other warm weather activities.
For a little luxury vaja makes some wonderful leather case
www.vaja.com
It is all personal taste.
I will say my favorite case and it is getting far more afordab