Having no case is the best feeling ever. That is until you actually drop it. Luckily, I've never dropped my case-less iPhone. Plus, most of the cases end up scratching the iPhone in some way when lent or dirt gets in and starts rubbing between the phone and case. Good luck.
Get yourself a WRAPSOL skin. It's much thicker than say Invisible skin or Ghost Armor or Bestskinsever. Because it's thick, it offers the protection of a case. I did not believe so at first until I dropped my 4s from ear height on a hard wood floor. Not a scratch or dent did my 4s suffer. And I get to enjoy my iPhones beauty.
I have 3 different cases just because I like them, the weirdest and funniest they are, the better is! But if you like the "naked" phone, I think bumper is the best and safest solution
thats a pretty risky gamble, unless its an iphone 3gs or ipod touch 3g or older. those things are indestructable