I actually wear a "Spi-Belt" (google it) for my phone when I train.
I don't like those belt-clip phone cases, since I have a hybrid rubber/plastic case, it won't fit in a belt clip thing..... and there's no way those phone case arm bands are gonna fit.. and i'm not gonna wear the arm band on my wrist. lol.
it's freakin perfect. it's like an elastic belt/strap, with a zippered spandex-like pouch for my phone.. since I play my music on my phone (my phone is big, I hate the tiny ipod screens).
prevents me from crushing my phone in my pocket with dumbells, or smashing it when doing pulldowns.. or doing shrugs or whatever.
I used to have to put my phone inside the front of my underwear band when doing certain movements, or twisting my pants 90degrees to the side when doing power shrugs or deadlifts, so the phone wouldn't be on my thigh and in the way.
got it from an ex gf who was an engineer for the company. freakin thing costs like 25$.. i'd never pay that much for it myself... but as a gift, it's ok.