Sure you may prefer your iPhone to be naked and avoid gaudy covers but you might like having a bit more grip than the surfaces of the iPhone normally provide. Instructables user timwikander advises that you can stretch a rubber band over your iPhone to make a grippy surface along the sides that doesn't impede the factory form of your iPhone.
Of course you won't have access to your phone's ports but since the rubber band isn't too difficult to take off and reapply this would work fine for most users. You can also try using a small drill bit to make a tiny hole for your headphones or several tiny holes for your dock connector. I'm sure you can also get this to work with other similarly-shaped phones as well.