I tried an expensive wet-apply screen protector and didn't like it, but then my screen started getting inexplicable scratches and nicks around the bezel (even though I am very careful) so I put the protector that came with the Otterbox on it. It's pretty nice, the number one thing is to make sure there's no dust on the screen before you apply it. The tiniest speck of dust will cause a bubble.
Once you get it on it looks good, the only problem is that fingerprints are much harder to clean off.