It just depends on what you want and how you are with your phones.
Myself? I'm incredibly OCD/protective of my phones - mainly because the older ones scratched if you sneezed on them.
Since I baby my phone and always have it firmly in my grip or sitting on my desk at work I don't need a Fort Knox case.
As far as screen protectors, I've already pre-ordered my Power Support Anti-Glare ones - I had these on my old 3GS and they were the highest quality, best fitting screen protectors I had ever seen.
I personally stay away from the ZAGG ones as they seem way too permanent - I want to know I can take mine off and clean the screen.
Also, after a while any screen protector is going to get faded/worn down in the areas you use the most often (keyboard and "Slide to Unlock" areas) - it's nice to know you can just peel it off and put another one on.
Another limitation is going to be availability, be patient with it and you'll find one that works.
No need to panic, just be smart about how you handle the phone.
I know it sounds stupid to be so anal about it but these things aren't cheap, it'd be stupid to not at least put a little effort in protecting it.
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