I have a co-worker who just about cries when she looks at her new iPhone. It ended up getting scratched in her purse some how and she wishes she would have used a screen protector.
I've tried five different screen protectors on my iPhone 3GS and without a doubt the ones from Power Support (Anti-Glare or Crystal) are way better than anything I've tried. Easy to install, no bubbles, looks and feels great. I have the Anti-Glare on mine and love it and my wife has the Crystal on hers and you can't even tell she has a screen protector on hers.