I generally use an environment (for numbering) and a separate case command. That looks like this:
\newcounter{casenum}
\newenvironment{caseof}{\setcounter{casenum}{1}}{\vskip.5\baselineskip}
\newcommand{\case}[2]{\vskip.5\baselineskip\par\noindent {\bfseries Case \arabic{casenum}:} #1\\#2\addtocounter{casenum}{1}}
In the text I can then use:
\begin{caseof}
\case{$x>0$}{In this case, $x$ is larger than $0$}
\case{$x<0$}{In this case, $x$ is smaller than $0$}
\case{$x=0$}{In this case, $x$ equals $0$}
\end{caseof}
The full example would look like this:
\documentclass{article}
\begin{document}
\newcounter{casenum}
\newenvironment{caseof}{\setcounter{casenum}{1}}{\vskip.5\baselineskip}
\newcommand{\case}[2]{\vskip.5\baselineskip\par\noindent {\bfseries Case \arabic{casenum}:} #1\\#2\addtocounter{casenum}{1}}
\begin{caseof}
\case{$x>0$}{
In this case, $x$ is larger than $0$
}
\case{$x<0$}{
In this case, $x$ is smaller than $0$
}
\case{$x=0$}{In this case, $x$ equals $0$}
\end{caseof}
\end{document}
And the result like this:

\documentclassand the appropriate packages so that those trying to help don't have to recreate it. – Peter Grill Nov 22 '11 at 11:55Case, so solution may vary based on how you are doing. – Peter Grill Nov 22 '11 at 11:58