I've got the Otterbox Commuter. Feels well protected but the only draw back with this case is that the silicon cover is a dust magnet (like others made of the same material I'd imagine). It can be a little nagging when trying to pull the phone out of your pocket as well. The weight and feel of the phone in your hand is improved in my opinion -- it doesn't feel as delicate and slippery as the phone is without the case. The plastic casing is rugged, but rather smooth. If you have a dry hand, the potential of it slipping from your hands is there. I like the Case-Mate Pop idea of having a grip on the long edge of the phone.
Also, try to find an alternative cloth/material to wipe the screen down prior to applying the screen protector. The one that comes with it pretty dusty and ruined my screen protector. Use a credit card and not the flimsy applicator card.
If I'm not mistaken, the screen protector that comes with the Otterbox looks nearly identical to the ones you can get off dealextreme (specific to the DHD) for less than a couple of bucks. I wouldn't be surprised if they were in fact the same!
I have a few days to return the case. I'm 80% convinced I want to keep it only because the dust accumulation and "pocket stick" is bothering me enough. If it were a ~25$ case, I could live with it... but for $44 CAD, it's a little tough to swallow.
I'm wondering if there are any fashionable aluminum casings for the HTC Desire (I saw one, but looked a little odd with the belt-clip adapter on the back of the case). I'm also wondering if aluminum interferes with the phone's radio.