Ditto for me. Shirt pocket if I have one, front trouser pocket if I don’t.
The worst I’ve had happen was the screen got scratched up a bit from sharing a trouser pocket with coins. Nowadays, if I have a phone in one pocket, the coins go in the other pocket along with my keys.
Never lost mine. I keep it in an outside (zipped) pocket on the purse, or in my pants pocket. I did damage the screen recently - at the kitchen table. We have this square of granite that we use as a trivet, and somehow I managed to drop it so that it got a corner of the granite smack in the middle of the screen. The screen protector helped so it’s just a chip, but still annoying. I shall have to look into replacing the screen.
My husband has never had an issue with his belt-clipped phone (he uses an Otterbox Defender). He has had it stolen right out of his hands on the Metro, which was explicitly excluded in the OP’s description.
My son broke the screen on his phone - dropped it and somehow it hit “just right” and was badly damaged. The phone itself was fine - he could even still use it, but he replaced the screen and it was fine after that.
I’m on my third iPhone. I don’t use a case or a belt clip; the phone just lives in my pants pocket. Never had a lost or stolen (or even damaged) phone; I’ve only every bought a new one as an upgrade.
I’ve written about this before, but mostly I credit the belt clip on the Nite Ize cases for my phones staying in one piece. They use a clip design which neither has to be put on when the belt is first worn, and doesn’t fall off either.