MY 3+ Years of Experience:
I'm on my second iPhone (iPhone 4). My previous iPhone was a 3GS and my partner has a 3GS. Neither of us has ever used a 'protector' with either any phone and none of them have scratches on the screens. Oh, that also goes for my year old iPad 1...it's not scratched either, nor is my over 3 year old iPod Touch 1st Gen. I put a 'protector' on my iPod when I first got it because that piece of sticky plastic came with my first iPod Touch case. Woohoo! What a deal! I gave up on that one after a couple of weeks and I've never looked back. I still use the iPod Touch and it still has no scratches on the screen.
The Background and Editorial:
There is a basic fallacy about touch screens. Many, particularly earlier touch screens on mobile devices had a mostly transparent conductive polymer screen that changed in resistance when they were touched. In contrast, the Apple iDevices have a hardened glass screen that actually does not have to be touched (although it's close) because they are capacitive, sensing the closeness of your finger or fingers. They are essentially planar proximity sensors.
The Apple iDevices' screens are glass...hardened glass. It takes quite a bit to scratch even ordinary glass. When was the last time you scratched your car windshield from the inside with your fingers or even your fingernails?
The screen 'protectors' for iPhones (iPads, iPod Touch) are pretty much a scam and a waste of money. AT&T sells them in their stores and Apple sells them in their stores and on line. They don't really hurt anything, except your eyes because they are ugly, gather dirt, are subject to the damage themselves that the glass screen does not suffer, and they are almost impossible to put on without bubbles. Not to put too fine a point on it, but even if you DO somehow manage a perfect installation (without bubbles), normal use will tend to bubble at some point unless you are very very careful. I know. Remember, I drank the Koolaid with my first iPod Touch.