Many of these small cameras come with slippery plain fronts: no grip, nothing of texture to grip.
If you own an Olympus E-PM1 or E-PL3 or Nikon J1 or V1, I can recommend Richard Franiec's custom made grips. I've used several of his grips, including ones for previous models, and while they're a bit pricey (US$35 plus shipping), they are nicely tailored to the camera and well thought out. If you've got a different camera or don't mind a more generic grip, you can get the Flipbac grip for far less.
Olympus E-P3 users should consider getting the larger of the Olympus-made grips for the camera, and any of the E-P# users should go to eBay and do a search on "Olympus skin leather." The low-cost, pre-cut stick on skins you'll find come in a wide range of colors and textures, and I've found that they help you grip the camera, as otherwise the "skin" on these cameras is a slippery bare metal.
Nikon users should probably avoid Nikon's costly grips, as they add substantive weight and bulk to the camera for what's really a simple function. Flipback makes a low-cost model G4 grip that is suitable for the Nikon 1 cameras.
A different alternative to a grip is to put a skin leather on the camera. Aki-Asahi has such low-cost skins for the Nikon J1, all the Olympus Pens, Pentax Q, and several of the Panasonic m4/3 cameras, and will mail worldwide.
While some makers have been including lens pouches with their lenses, not all of them are, and some of the pouches are pretty thin walled. For the small, mirrorless lenses I can recommend the Cheaplights Micro Lens Pouch, which comes in small, medium, and large sizes. These provide more protection than the nylon pouches some makers provide, and are sized to the size lenses you find with most mirrorless cameras (APS mirrorless would tend to need medium and large sizes, m4/3 and Nikon 1 can get away with small and medium sizes).
An alternative grip with built-in Arca plates for the OM-D is available from JL Milich. While a little step in price at US$175 for a full grip and L-plate, this is a nicely designed solution with lots of nice touches (pin-in-slot for wrist strap, battery door access, finger slot on grip, tripod mounts, etc.).