I just got my iPhone 4 yesterday and bought some icky looking iFrogz anti glare screen protectors and a Griffin Reveal slim frame -- the iFrogz didn't work very well (and also only covered the front screen) so I took them back and exchanged them. I got front and back Zagg Invisible Shield applied. It's nice and clear and doesn't make the screen look terrible, and seems to fit well with my case. Zagg claims to work with any iPhone 4 case out there. You can also register for a lifetime warranty. Nice.
EDIT:: Okay, well, after looking on Zagg's website, they have a FAQ section that says the shields are designed to be used without additonal cases. The guy at Best Buy said I could use it with my Griffin Reveal frame, though. He did recommend I wait several hours after Zagg application to put that back on. Hm.