this is an issue i am struggling with as well for my sony walkman x + ibasso d10. i have stick-on velcros to attach the two units together, then i stick them in a camera bag, similar to how LevA is doing, with the LOD sticking out the top.
it works fine, and i can carry/protect while listening as long as the zipper isn't fully closed, but there's two things:
1) it's a pain to have to take the thing out every time to do anything on the player. yes the sony has tactile controls, but they are on the other side of the player.
i don't want to flip the thing around either. i'd lose volume control from the amp, and i'd be smashing the LOD i paid quite a bit for. if i'm not on the move then it's no big deal to just hold it in my hand. but i like to walk... =P
2) the way the sony is stuck to the amp with velcro, every time i try to separate them (which is necessary to access the sony's hold switch), the back panel on the sony seems like it's about to crack off because apparently the velcro bond is stronger than the bond between the plastic backing and whatever it's connected to. it's not cheaply made, but hey, it's only plastic. i've been thinking of getting a hard plastic case for the sony x then put the velcro on there to avoid this problem.
so far the hippocase for ipod touch and the headroom bag/case thingies look like they would be the best for what i want. the headroom one looks like i'd be smashing the LOD though (stupid straight connectors). do you guys think the hippocase for ipod would accomodate my sony x and d10? and can you attach straps or a clip to it easily?