There's several cases available on Amazon. The crystal case works well and doesn't add the bulk the silicon cases do. You can usually find a decent accessory kit for $8-$10 that has a charger and a additional cable along with a case. An extra cable is always a good idea. The Sandisk cable is proprietary and if something happens to the one that comes with the player you're screwed until you get another one.
I'd have a generic screen protector ready to put on it while you wait for the case. The screen plastic takes scratches easily even if you're very careful.
Rockbox doesn't improve video quality. You can get a copy of WinFF to convert your videos for Rockbox. Use the Sandisk E200 preset. The screen is the same size so that preset works.
If you decide to stay with the sandisk firmware I'd get a copy of video4fuze for conversion. The official SMC converter is beyond bad. It usually doubles the size of the files and loses audio/video sync a few minutes into video playback. That's if it works at all. It frequently doesn't.
I won't try to do a comparison to other Sansa players video. I never watched enough on any of them to give a good opinion except to say they're not horrible, just not what I'd watch for more than a few minutes at a time. Some of that is due to the small screen size, some of that is due to my eyes being older.
On the audio side the Fuze matches up with some of the best around. The base sound quality is the same in Rockbox and the sandisk firmware but the 5 band parametric equalizer is much better than the equalizer in the OF. You can give the compressor and crossfeed a try in Rockbox also. I'll use the compressor to boost perceived volume in noisy situations but I'm not fond of what it does for quiet listening. As compressors go I'd say it's one of the better ones I've heard but they all cut frequencies to give the effect they do. That can take away some of what makes some of my favorites sound as good as I think they can. YMMV.
If you are thinking about Rockbox I'd check the link in my sig for more info about Rockbox in general. If you want to get the most from Rockbox I'd read the manual
at least through Browsing and Playing. There's things you'll find probably find difficult to use to their best advantage if you don't.
Checking the AMSv2 port page wold also be a good idea. Taking a look at there it seems just about all the known issues have been fixed but it won't hurt to take a look there.