The pump lives on my utility belt (along with things like cellphone, PDA, keys, multi-tool, Bat-er-rang, etc…).
For everything else, I’ve used either a Dia-Pack delux or a MEDport case. Those are ALMOST sufficient. What I’d really like is something just a little bit bigger, so I have more room for my extra infusion set, inserter, etc. Everything that I’ve seen that’s bigger is WAY bigger than what I really need.