They make me a little nervous as well, but not as bad on the iPhone as the iPad, at least not IMHO.
But that said, I actually purchased the Zagg invisibleSHIELD Dry through the AT&T Stores, for my wife and I. That may be the only place they sell the Dry, or at least it was. Those worked out really well. There were a bunch of micro bubbles at first, but overnight 90% disappeared. In the next day or two the remaining ones were gone. Looks great now.
AT&T offered to put them on for me, but I didn't have either phone with me when I ran in to get them. If you hit Best Buy at a slow time, hopefully you can find someone who is willing to do a good deed for the day 🙂