I don't use cases and I have had an iPhone 3GS and iPhone 4.
And yes, I both dropped them. I have had some slow-motion moments where I go "NOOOOOOOOOOOO.... !!" and than it falls on the ground. You can't move for a few seconds and than pick it up as if it were you baby, only to find out nothing is wrong.
Heck, my 1,5 year old iPhone 4 has survived a lot: once I had put in on my bed and than ten minutes later I forgot that. At that point I wanted to 'make up my bed' so I threw up the bedcloths and there it went: the iPhone 4 flew in the air, hit the ceiling, fell back on two metal bars, fell on the table and finally fell on the ground. Zero damage, except for a very small scratch on the back.
Usually I'm more careful, but sometimes these things just happen. If I accidently break it, I will go back to the T-Mobile shop (I live in the Netherlands) and they will repair it or give me instantly a new one because I've got a phone insurance (for about $9 a month). It's covered agains fall damage, water damage, theft, etc. - almost every situation you can think of, except for one thing: they won't cover a damaged phone that has been damaged by a nucleair bomb.
I hate it to put a nice phone in a case, but it's very understandable for those who don't want, or can't afford, a phone insurrance.
----------
Your gf has a pretty face, but she COVERS IT ALL UP to protect her skin or whatever.
iPhones with a case just don't look as cool.
I'll use the car analogy.
You don't wear a seat belt, doesn't mean you won't crash.
Even when you wear a seat belt, you could still die from crash.
Well, but there is a different reason why you have to wear seatbelts. If you crash and you fly through the windshield than there's a huge economical impact (roads have to be closed, traffic rerouted and higher healthcare costs*).
* I don't know how it is exactly handled in the US with the healthcare costs if you crash a car, but in the Netherlands you only have to pay very little once you end up in a hospital. A lot is covered: either by your insurrance or the State.