I've had iPhones since the first one. I do not use screen protectors and never have. I keep my phone in a leather slip case from Sena most of the time, but at times leave it in my pocket without the case. I have never experienced scratches on my screen.
I have an iPhone 4s, and it has taken falls off of cars and been in my pocket with no screen protector, and i have no scratches at all. the screens are pretty durable. now i wouldn't take a hammer to it, but that is common sense =)