I've used several screen protectors on both my 3G and now my 3G S. My problem with screen protectors is that some of them leave "air" pockets around the slightest piece of dust. I found that the Zagg did NOT have this problem. I suspect the Zapp "shrinks" up tight regardless of dust.
When I got my new "S" IP, I used one of the old screen protectors that I had dust problems with since I didn't have a Zapp handy. For some reason, the shield went on fine without any air pockets (which drive me nuts).
I'm guessing that 99% of screen scratches occur when sliding the IP in and out of your pocket. I try not to have ANYTHING in the pocket with my IP (especially keys, coins or anything metal). The back of my Flip Contour case is scratched up quite a bit, but it does protect the back from scratches.
I think IPs tend to get special treatment from their owners. Who ever hear of a case or a screen protector for a regular cell phone. Everyone I've ever seen has scratches and no one cares. However, they also don't play videos and other visual routines where screen scratches would be noticeable.
So, at the very least, "mind" your pockets and what you put in them if they also hold an IP. I suspect "loose" pockets may be better than skin tight jeans, but that's just a guess.