Hello woktrr,
Congratulations on your new iPod Nano. I prefer the same thing you you do; just the iPod and no case. I happen to use the Apple iPod Socks as a cover when I shove my iPod in my pocket. However, if you don't use ANY case and just put the iPod in your pocket, it would be okay. Just make sure you do not put keys, a cellphone, large wallet or any hard object in there. I hope this helps.
-superhamster
P.S. Only the iPhone and iPod Touch screen is made of glass. The iPod Nano and iPod Classic have a plastic screen. Which, I prefer because if you drop the iPod the screen will not break and it is lighter.