yes, i've definitely gotten scratches without a screen protector, and plenty of scratches and other damage to the phone without a case. the other consideration with the screen is that eventually the oleophobic coating will wear away and it becomes much harder to wipe away smudges and things even with lots of rubbing and the screen seems to take on a more dull appearance. i got the applecare+ warranty and spent the last 6 months without a case or screen protector. got the phone replaced yesterday with a brand new one. the good news is that the phone still worked great even after all the abuse, and it really didn't look horrible even after all i put it through. but it definitely had its share of scrapes, dents, scratches, etc. and as i said the screen looked kind of dull and grimey. you also get little microscratches in the coating that look like legitimate scratches. i also had a pit mark or two on the screen.
long story short i'm going back to a case and screen protector with this one probably until i get a new iphone.