The Piel Frama case is great if you need frequent access to the various connectors and expansion ports. Except that the power connector hole on mine won't accept a standard connector. Someday, I'll have to try whittling down the plastic on the connector a bit to see if that solves it. I wouldn't like it nearly as much if I hadn't saved a bundle buying it second-hand, though.
Along with that convenience comes a downside, though: there's no protection to keep dirt and debris from getting into the expansion slots. If you carry the Z in environments where that's a risk, you want a case that zips around, or a holster-style case with a flap over the top.
The Case Logic "Strongman" cases are nice if you don't like gluing Velcro to expensive electronics or paying big bucks for custom-designed cases. The clip that they use to hold the PDA in place feels strong enough that I actually dismantled a couple of cases to use the clips for vehicle mounts. Note that they come in different sizes (some too small for a Z) and different style: one of the cases I dismantled is a "semi-hardshell", made of some kind of high-density foam. It was too small for the Z, but provides great protection for my pocket MP3 players in the car. I wouldn't trust it to hold up to being sat upon, but it kept the contents from being squished by bags of groceries. They might make a larger version of that one, if you want some shock protection/
Ran