I've kept the little 'rice paper' sheet in place with every MacBook (or PowerBook) I've ever owned. Not only does it help keep the screen pristine, I honestly believe e it also helps resale value. If I'm selling a machine on eBay or elsewhere, I always mention that the display has been protected since new by the original screen sheet.
When I'm using the MBP, the sheet is always screen-side down on top of the sleeve. People do look at me a little in public spots like Starbuck's, but I can handle that since I've seen enough 'other people's' machines to know how clean mine is in comparison.
My wife, on the other hand, tosses the screen sheet whenever she gets a new machine. Her display looks awful (and I'm referring to the laptop screen, not her!) and she doesn't care. I happily admit I'm a bit 'anal' about my equipment ... always have been.