I just bought an armband off Amazon. I was hesitant about it since the phone is big, so I settled for a cheap one. I like it so far. The material isn't too hot or uncomfortable and if tightened well it doesn't move or slide around. Only problem is the case I'm currently using is too big so I have to pop my phone out of the case to use the armband.

Here's the Amazon link:

Note 5 Armband : Stalion® Sports Running & Exercise Gym Sportband for Samsung Galaxy Note 5 [Lifetime Warranty](Jet Black) Water Resistant + Sweat Proof + Key Holder + ID / Credit Card / Money Holder https://www.amazon.com/dp/B013TKUN9K/ref=cm_sw_r_awd_GBk-vb50ZZVTB