While I don't have a 4, I do have a 3. I've used Spigen:
AMAZON Spigen Tough Armor Designed for Apple Watch Case for 42mm Series 3
Works pretty good as I've slammed it sever times against the wall and door frames.
I’ve used this one and I loved it. Made it look like a G Shock. But, I got annoyed with a) the dirt that naturally built up around it and the water that would sit in it, and b) the hassle of having to remove it whenever I went to a “nicer” place.
I don’t even like a screen protector in mine.
I purchased two cases for my S3 and took them both off the same day. I did not get any for my S4. I just don't like them, too bulky.