The point of course is that the iPhone 4 suffered from signal problems if you held it in the way that most people hold their phones when talking, so in an attempt to firefight the resulting PR disaster Apple started offering free cases which solve the antenna issue.
To get your free case, on your iPhone 4 go to the App Store and search for "iPhone 4 case", you may have to scroll a bit in the results to find it. You order the case through the iPhone 4 Case Program app.
Personally, I went for the black Speck PixelSkin HD case (see photos) and I'm very happy with it. Smart, unobtrusive, and it seems pretty tough and hard-wearing.
Only downside is there is no screen protector (but most of the cases don't seem to offer any), and if like me you have feeble fingers, turning the iPhone on and off takes a bit more doing as you have to press it very firmly through the case for it to register.
I wasn't sure from the pic whether dirt might get trapped in the grid lines but luckily the design is such that the grooves are too wide and shallow for that to happen.