I use this http://www.game.co.uk/ViewProduct.aspx?cat...&mid=325639, unfortunately it looks like Game don't sell it anymore. It's a shame, the GP2X fits nicely, the SD cards fit in the game holders and 3 sets of batteries and a set of headphones fit in the back section.
Yea any GBA or DS Case is perfect. I have a slightly larger (kinda a small camera type) GBA bag, and it could hold my gp2x, gba, sp, etc. and games and loads of batteries. But for my gp2x I bought a DS case (can't find a pic of it) and it holds headphones, 4 batteries, and even my tv out cable (but that requires alot of stuffin). Just get a good sized case and you'll be fine, but dont use the official one!
Couldn't find anything nice&cheap in local stores (eg. MediaMarkt) so I turned to eBay again: I have just received this case:
It has a nice strong shell and extra room for batteries and things. It also sports 2 types of belt clips. B) A real bargain for US $0.69 (new). Even with shipping cost added (to the Netherlands), it was only EUR 4,96.
Edit: whoops, sorry for the rather large image. :unsure: