I have some Incase rubber thing on mine. I, too, dream of leaving my beautiful white 3GS naked but just can't bring myself to do it. One of the things I love about the white is that it won't show scratches or fingerprints, like my glossy black Blackjack II, so that's not what I'm worried about. I keep it in a case mainly for shock protection. If I could gaurantee my phone's safety without a case, I'd never even consider one.
I do like how the rubber provides me with a better grip on my phone, though.