One of the reasons I like an e-reader is that it's lightweight and slim, so I don't use a case. I do, however, use a hand-strap; the one I've been using for years fits my kindle vertically or diagonally (which is how I use it) and has a finger-ring that slides along the hand-strap so it can be positioned in the perfect spot. Works well with either hand. I regularly fall asleep reading, and the finger-ring means I don't drop the kindle off the bed or into the bath. Good for travel too, as the kindle can be securely hanging off my finger while I hand over my passport. I do have a sleeve which lives inside my bag; when I'm putting the kindle in the bag, it's no more effort to put it in the sleeve, so it does have protection when out of the house but not being used.
All that said, I'm not someone who is hard on my devices, and my device is a Voyage, which I think is a bit more resilient than many other versions. My kids have PWs and they do have cases on their kindles.
Like so much in life, big-case/little-case/no-case - it depends on what works for you, based on your priorities, lifestyle, etc.
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