We have covered a number of awesome armbands for iPhone in the past. You could use one if you exercise with your iPhone all the time. The GoCuff case can prove helpful too. It is an iPhone and Android fitness case that lets you use your phone as you exercise. You wear this around your wrist, so you can use GPS apps, answer phone calls, and interact with fitness apps more conveniently.
GoCuff is ergonomically engineered and allows full range of motion at your wrist. That means you can do pushups and run while you have this on. GoCuff comes in three sizes. Not having to hold your iPhone with your hands is a big plus. With GoCuff around your wrist, you can go running, skydiving, skiing, cycling, and snowboarding and take your iPhone with you. This cool accessory is being funded on Kickstarter at this time.[Kickstarter]