CNET has a great "top 20" photo gallery of tough cases for the iPhone 4 and iPhone 4S. Personally I've used the Otterbox Defender and currently have the LifeProof case (which I took with me on my trip to Alaska and survived numerous falls and drops in puddles along the way.) If you are looking for a case that can survive an active lifestyle, I definitely recommend the LifeProof case. The others will work too, and I know a number of people that have a variety of these cases.
Check out the CNET gallery here.