I have two cases that I use regularly. First, this one is only $3 from Radio Shack. It has two compartments inside separated by a little card, one for the Z and one for cables and such. The power brick is too big to fit, unfortunately.
Nintendo DS CaseSecond, I have been travelling a lot and using a Pelican 1020 waterproof hard case. It fits the Z perfectly; I mean it's like it was made for it. I put the Z in first and put my iPod 5g slip case on top containing my wifi card, a spare cf card, and a screen cloth. My pen stylus fits as well. It is about $20 with shipping online. The Pelican case fits into my cargo shorts and pants very well, though it's a bit bulky.
Neither of these is for using the Z while cased. I prefer to have it as small and light as possible while I'm typing away.
Hope this helps.
BB