Depends on the size of your arms and what you find comfortable...I went to best buy and bought a $30 Belkin case that was not good at all for working out, it would loosen during runs to where I had to readjust it over and over again, and it had a PITA headphone jack area that was never aligned properly. Took it back and bought a cheap eBay case for $5 and it's been perfect.
Now I'm not saying the more expensive cases are all crap, but I've been using this cheap case off eBay for about a year, and I've had no problems at all...even ran in a couple of rain showers and it kept it pretty dry too! (I say "pretty" because some moisture will always get in it without a seal).