http://www.lowepro.com/Products/Accessorie...0_PDA_Case.aspx
I used this case form my gp32, fits it extremely snug and, not like most cases out there, it was a screen scratch protective lining! Plenty of room, splash proof and is pretty durable, probably widthstand a drop from 6ft to concrete, the bag is rather padded! Got plenty of room for memory, batteries (i stuffed 10 batteries in there). The gp2x is more or less the same size as the gp32.
I heartily recommend this case! Gbax recommended it to me and it kept my gp32 in brand new unscratched condition. Its not a hard case, but then again i wont go around and kick my bag around! But more importantly it fits it snug, keeps out dust water and doesnt scratch the screen and it keeps all the bits and bobs where they should be.
I mean, it dont look like the official gp2x case, but at least its got nice compartments, and is a snug fit, so no jangling around or scratching screen! BEWARE of some cheaper cases, if you have the unit facing any zip compartments, the screen or the unit itself can be put very close to xposed zips. The lowepro case has padding around the inside of the zip, so the zip, when closed wont rub on the console at all. Zips can be abhrasive and cause scratches and wear.
BEWARE also of some nintendo DS cases, the ds is FAR more durable than the gp2x, the ds folds away and not having its screen exposed like the 2x does. SOme ds cases are nylon inside and this is not good for any screen.
Go for a PDA pouch, same size as 2x and should have room for sds etc. Not only that, but they are designed to not scratch the screen. Which is what its all about really