From your post is sounds like a case might not really be what you are after, as they'll pretty much all turn your light, slim Kindle into something more bulky. If it's just to offer some protection while in transport, perhaps some kind of sleeve cover that you remove when you are using your Kindle would be better? Especially if you are just going to be carrying it in your jacket pocket and not shoving it at the bottom of a bag full of other stuff.
If you are near a Tesco, it might be worthwhile and going to have a look and see what they have available instore. That'll maybe help you choose between a case and a sleeve.
My mum ended up buying one of the M-edge Trip covers on a trip to Tesco (possibly not as heavy/bulky as the leather covers?). Here's the
link for the Kindle 4 version on Amazon.
There are usually
Belkin Grip Sleeves &
Built Neoprene Sleeves available instore at Tesco too.
I personally use a silicone skin cover (found easily and for a few quid on ebay), and when I take it to work with me, it goes in an E-volve sleeve that I got for £8 on Amazon. Unfortunately, they haven't released a smaller version for the new Kindles so it would be a bit big for yours.