When I plan to carry the phone in my pocket or set it on the center console in the car I use a soft silicone skin so it won't slide.
For belt carry I use this one by Seidio;
http://www.amazon.com/Seidio-Innocase-Surface-Holster-Captivate/dp/B00426CRTU/ref=sr_1_13?s=wireless&ie=UTF8&qid=1301388873&sr=1-13It's pricey but allows for vert or horizontal positioning. The hard shell case slides together over the phone nicely and then slides in to the belt holder. Can record video while it's clipped on. Will fit in the belt holder while the phone is inside a soft silicone skin too.
The Lexerd TrueVue screen protector is what I use and highly recommend;
http://www.amazon.com/Lexerd-SAMSUNG-Captivate-SGH-i897-Protector/dp/B003WK8YX0/ref=sr_1_1?ie=UTF8&qid=1301388183&sr=1-1-catcorrWith the included finger covers, not difficult to get bubble free. Can be replaced without leaving residue. There also is a two pack available for $16