I prefer naked but I have these just in CASE...
The Otter box Commuter is way too bulky. The crystal clear TPU case I picked up on Ebay for $6.79 and it really works well, is easy to put on and take off and doesn't add much bulk. The leather BlackBerry sleeve (w/embedded magnet) I use to protect my Z30 while in my purse. I picked it up from shop Crackberry on sale in Feb for approx $23.
Most of the time I don't use any case but I do have a screen protector which I feel is a must.
My bitchin' Z30 BlackBerry