I've had all my iPhones naked starting with the 1st gen. It has a couple scratches on the back of it, not too bad at all. One dent on the side from the last day of using it I dropped it out of a Jeep and I was going to be upset if the glass broke but it didn't.
iPhone 3GS completely naked sitting on my TV stand now and has a few scratches not bad at all. One large crack though on the back in the center of the dock connector (why I hate the iPhone 3GS design, it's plastic).
iPhone 4S completely naked and is just so sexy in terms of glass. Though I want an aluminum backing on it like my 1st gen iPad and iPhone. It's fine so far. My phone goes in my left pocket, nothing else, ever. Keys go in right, wallet in back. iPad is on my back and I'm off.
I've dropped my iPhone 4S once as it fell out of my gym shorts after standing up in class. I was pissed. So be aware of that. So pajama pants, sweats and gym shorts don't have much traction (be MINDFUL of what you wear).
EDIT: I tried the Sena and it's not worth it. Sleeves are easily lost and it didn't hold together well. Was not worth the money in my opinion.