How durabile are protective cases for Apple Watches?

I find that combining a Defender Edge with a Glass Screen protector for the Apple Watch to be more durable than nothing. Your watch without those is still fairly durable, just be mindful of where you're swinging your wrist. I did physical security without any protection on my watch and it did fairly well, all I have is a few very small and almost unnoticeable scratches on the screen. Either way you go, you can expect high quality durability for your watch as Apple uses some of the strongest glass they can for their products.

Like all electrical devices an electric shock would not be good. You would have to look at covers to protect your watch screen. Like all screen protectors nothing is full proof.