You can use conduit for physical protection. If you are going to use PVC you must use sched 80. Sched 40 is not considered physical protection. You secure the conduit by recommended means. Typically these are done with plastic horseshoe clamps that hold the conduit to the wall. There are some fancier ones that first mount to the wall and then the conduit snaps into.

You use the listed fitting to go from the conduit to the box. You use a listed bushing to exit the conduit at the other end. The cable gets supported elsewhere via the code: staples, bored holes in framing members, etc...

Ron, the one thing I don't get is your comment "You use the listed fitting to go from the conduit to the box." I presume the Romex still needs to be clamped to the box with the traditional Romex clamp or the modern day plastic equivalent, so how do I terminate the pipe at the box end?

NEC 334.15

(B) Protection from Physical Damage. Cable shall be protected from physical damage where necessary by rigid metal conduit, intermediate metal conduit, electrical metallic tubing, Schedule 80 PVC conduit, or other approved means. Where passing through a floor, the cable shall be enclosed in rigid metal conduit, intermediate metal conduit, electrical metallic tubing, Schedule 80 PVC conduit, or other approved means extending at least 150 mm (6 in.) above the floor.

Type NMC cable installed in shallow chases or grooves in masonry, concrete, or adobe, shall be protected in accordance with the requirements in 300.4(E) and covered with plaster, adobe, or similar finish.

(C) In Unfinished Basements and Crawl Spaces. Where cable is run at angles with joists in unfinished basements and crawl spaces, it shall be permissible to secure cables not smaller than two 6 AWG or three 8 AWG conductors directly to the lower edges of the joists. Smaller cables shall be run either through bored holes in joists or on running boards. NM cable installed on the wall of an unfinished basement shall be permitted to be installed in a listed conduit or tubing or shall be protected in accordance with 300.4 Conduit or tubing shall be provided with a suitable insulating bushing or adapter at the point the cable enters the raceway. The NM cable sheath shall extend through the conduit or tubing and into the outlet or device box not less than 6 mm (1⁄4 in.). The cable shall be secured within 300 mm (12 in.) of the point where the cable enters the conduit or tubing. Metal conduit, tubing, and metal outlet boxes shall be connected to an equipment grounding conductor.

http://freenec.com/T163.html

That works too. Just don't do this. The plates get broken too easily.

Your presumption is wrong. You use a proper fitting for whatever conduit you are using for the box. There's no need to "clamp the romex" that enters via conduit. While there are times conductors in boxes need supporting, this would not appear to be one of them.

Thanks Ron, that's the unmistakably clear answer I was looking for. And thanks to Fred S for quoting the relevant portion of the NEC--I simply didn't manage to see the answer but it was right in there.