I fitted the one that came free with my case (Cygnett). However, I was annoyed by the fact that the cut-out for the earpiece etc. was off-centre. The fit and finish wasn't too bad (I used a Cygnett case and screen protector on my 4S from day one and it held up very well).
I decided to take my phone to a Ghost Armor kiosk in Manchester, they fitted a screen protector and put it in their 'curing' box (kind of sealed box that blows warm air to make the screen protector set). The man doing it said that the longer it's left in the box, the better the finish will look. I left my iPhone 5 there for around 1hr30m.
I returned and was amazed at the exceptional quality of the screen protector. It feels there isn't one on (I've compared it side-by-side with my wife's iPhone 5). Plus, it came with a lifetime guarantee! Cost £14.50.
I'm seriously considering have the sides and back covered and ditching my case...