I have three Speck PIxelskins (and have bought three new ones for the 4S) which I change daily to match what I'm wearing. Pink, purple and green. Then I have the black and pink Otterbox Defender, but it won't really go on my phone because I have Invisible Shield on the front and a custom Zagg skin on the back, so I never use that, plus I hated the screen protector.
I also have a
Loksak that lives permanently in my purse so I can use the phone if it starts raining. You can buy a pack of four of various sizes on Amazon for ~$15. I have one for the iPad, too, if I want to sit outside with it and it is getting done raining or trying to rain. I like a slightly bigger size so I don't have to take the phone out of its case to get it in the Loksak.
The 4S has a purple and white OB Defender that _does_ fit (tightly) over the Invisible Shield screen protector, front only. I haven't carried it yet, though, so I don't know if the built-in screen protector touching the IS will bother me like it did with the 3GS.
Speck Pixelskin HD in purple- don't like, too hard, too hard to get off the phone.
Speck Pixelskins in black and pale pink. Like, but the pink is so pale...
Need more, possibly a Magpul?
*edit* I discovered that the 3GS Pixelskins fit okay. Okay enough to put on the phone to match my outfit! It's like a disguise for my phone