The Shure case for the 530 is nice, but big for small IEM's only.
This is for Shure E2/E3, and is really nice:
Shure Round Earphone Carrying Case for E2C/E3C in Black HiFi Headphones
A cheaper version I found on eBay.
Same diameter, thicker/more space,not so rugged/hard, but cheaper:
Case for i-Pod shuffle 2G headphones in-ear earbuds - eBay (item 300330235267 end time Oct-12-09 02:09:45 PDT)