This Media Player

Buy.com has the 2-Pack Nike Sport Carrying Case for iPod Nano AC1380 for $10 with free shipping. Specially designed for the Nike+ iPod Sport Kit and iPod Nano (but fits most brand mp3 players).

Product description from Buy.com:

Be ready for action with the Nike+ Sport Kit Carrying Case. This specially designed, water-resistant polyurethane case will keep all of your Nike+ accessories organized and ready to go. A padded divider hold!
s your iPod Nano, sensor, and receiver, and a spool keeps your headphones tangle free. This lightweight case also features a clear plastic card sleeve on back of divider, a cargo net storage pocket, and a zipper pocket for small valuables. All of this fits easily in your gym bag.

Product link.