DLO Action Jacket
Of the three iPod Shuffle armbands we've seen, we like DLO's Action Jacket ($24.99) the best. It's compact and lightweight, like the Shuffle itself, and holds your player against your bicep with an elastic band. The Shuffle sits inside a protective neoprene case, which attaches to the armband with a clip. Clear plastic over the Shuffle's dial lets you access the controls, while still offering full sweat protection for the device. The case and clip are detachable so that you can easily clip them to a belt or bag, if you prefer.