Use syntax/loc instead of syntax to produce your macro output from syntax-case. For example (straight from the PLT manual), an if-it macro, which binds it to the result of the if predicate, would be written
If you want a more extensive example of this, JensAxelSoegaard has re-written SRFI-42 to use syntax/loc. You can obtain the package from the PLaneT repository using (require (planet "42.ss" ("soegaard" "srfi.plt" 2)).
Using syntax/loc helps the PLT error reporting tools be much more specific about the location of errors in your code.