Macworld's Mobile Mac blog has a post on cases to keep your Apple Remote safe and sound while on the go. First up is Tuneware's rather bright, red and white leather TuneRemote case with detachable clip ($20). You'll be pleased to know that the "TuneRemote is designed to be suitable for both casual and formal occasions" (I hate it when my Apple Remote case doesn't match my shoes, don't you?).
Rather more practical, perhaps, is zCover's iSA Key silicone skin case for $14.95, which includes a removable lanyard if rocking it old school iPod Shuffle style is your thing.
We've even asked before where you keep your Apple Remote. Personally, I don't worry about mine very much and I either leave it at home, or just throw it in my all purpose gadget bag and forget that it's there. What about you?