In some ways I would like a soft bag with protective foam in it like a camera bag, so that I am not so paranoid about dropping or banging it during transport etc.

I am not using headphones. I occasionally check the speaker for playback, but mostly I am just setting the volume by the meters so it doesn't clip. I have got it wrong a few times, but since it is kind of random effects gathering it's no big deal if I lose a few samples here and there.

I then it plug it into the computer, take the files off the device, edit them and see what I have got. I do it regularly so I don't have masses of stuff on the device at any one time. I have gathered some really good stuff doing it this way, and I am not so self conscious about people watching. if I need to get something more specific, where it's important to get it right straight off, and at a known point in time I would do it more carefully than this, and with more equipment.