the oleophobic coating is actually basically a polymer that resists the oil to adhere to the coating and encourages the oil to bond together and form its own "drops" much like a car after a car wax where the water comes dripping down rather than like a cloth where it sorta just absorbs the liquid right in.
Since the plastic is an organic material, made up of "natural" so to speak materials, and since the glass is non organic, made of hard materials, silicon, it is not possible for the two materials to stick together. Thus, a chemical called Silane is used to bond the organic and non organic material, creating what's known as the oleophobic coating on the iPhone 3GS.
http://gizmodo.com/5302097/giz-bill-nye-explains-the-iphone-3gss-oleophobic-scre en
as to the question of whether or not u should use a screen protector, I dont think u should unless the screen protector has no type of adhesive or hard stickiness on it. Im afraid the silane would not bond with the polymer and the screen protector would just rip the coating right out, perhaps exposing the silane or the glass which isnt ideal. the screen itself is really durable, my ipod touch lasted my over 1.5 years not and its still running great with no scratches running naked.