You might want to get some of that sticky film to help protect the display screen. The rest of it is quite scratch-resistant, and as it's flash memory-based, there's virtually no worry about shock damage.
Of course, your mileage may vary. If you're into skateboarding or some other sport where the nano may suddenly go skidding along concrete or asphalt, you might want to get one of those clear silicone skins.
As for your other question, I'd unplug it when it's finished recharging rather than leave it attached "for days on end", as you put it. If a power surge hits your computer, your nano would be safe, and with a little ingenuity you could restore at least part of your library from the nano (if the need arose).