I can hold the iPhone just fine and don't find it slippery at all. I've also never dropped it. I'm not going to put something as ugly as a bumper when there is no point to it and affects the aesthetics of the phone.
I've gone nude a few times, but I live in poor reception areas, so get about 3 bars of 3G. I'll my 3G signal if I hold it in my left hand. Fine with a case on.
If I'm in an area with 5 bars 3G, then I sometimes pop it out the case.