I've never used a screen protector on any of my iPhones (1st gen, 3GS, and now 4) that I've owned for the past 2.5 years.
I have never had a single scratch on any of those screens.
I don't baby my iPhones either. I take care of them, I use a case (and now a bumper) but I'm not all OCD about it. When I'm out, my iPhone is in my front left pocket with the screen facing my thigh. When I'm at home or at the office, it's on my desk/table/bed with the screen facing the sky. If I'm in the car, it's on my lap or on the seat next to me.
What I'm trying to say is that I don't keep it in a forcefield-like device to ensure it stays mint...... it just stays that way because I don't put it in my pocket along with keys/change or put it face down on rocks
. With normal use, you really should never scratch your screen.