Depends on your usage and degree of OCD
I went "naked" with my iPhone 4 because I couldn't stand the feel of most of the screen protectors I'd tried and hated how they were harder to clean than the actual screen. It has a pretty fair number of scratches on it now, sadly. (Of course, I tend to just throw it in my purse, too.) I think the iP4 screen actually scratched much more easily than the 3GS' screen.
I haven't gotten a screen protector for the iPad yet, because I don't carry it around or toss it in my purse the way I do my phone ... but my kids DO love to play with it, so I'm probably going to get a screen protector to keep it safe from their grubby little hands.