Another vote for Power Support anti-glare. I have been using them for as long as they have been available for iPhone. It does reduce the crispness of the iPhone screen a little bit but I am more than willing to take that trade off because fingerprints and the feel of the plain glass screen are not to my liking. The matte is smooth to the touch. I also use the screen protectors for my Macbook.
I am completely anal about getting the film on perfectly. I don't take off the iPhone plastic until I am ready to install the film. Once I do, I wear latex gloves because I know I won't get it exactly perfect the first time and there is always some sort of dust I will get to get out from under it.
If there is dust under the film or you need to lift the film to rearrange it, their method of using scotch tape to lift the film and then another piece to reach under the film and remove the dust works great. Takes me quite a while if I don't get it perfect on the first try.
If you aren't as anal, the screen protectors are easy to install and are not permanent which is the best part. I always seem to have a lot of extra PS films lying around for some reason so I put them on all my friends phones, they love them too. All about personal preference though.