I've been debating this as well. I've always used a screen protector on my phones, and even splashed on a zagg glass for my 5s. The problem I have with the 6 is that the curvature makes screen protectors feel terrible, because every time you swipe from the side to go back through an app or menu, you feel the edge of the screen protector.
I absolutely recommend a screen protector, it will prevent scratching, but from a purely design standpoint, these iPhones were not made to be accessorized.
That said, there are a number of scratch test videos on YouTube that really show how strong the screen is. The oleophobic coating though; not so much.