I decided that if I can't put it in my pocket I won't get a Screen Protector. Seriously, it's the reason why Screens gets scratched.
As for brand, I used to buy Clarivue but realized how ridiculous it is to spend more than $20 for it. Now, I either get it with Cases like OtterBox Impact Series for my iPhone 4S or I pick one up at those Mall Kiosk Accessories which sells for $10. I had one for my BlackBerry PlayBook, no problems.
I use a Power Support anti-glare. I originally put on because my grandkids would be playing with my iPad but since using it for a year I have come to love the anti-glare properties and especially the anti-fingerprint aspects.
My husband has an iPad with no screen protector and I can't tell the difference either in clarity or in the touch. For me not having to wipe fingerprints off constantly and to be able to use it without the glare is well worth the $30 or so.
The only thing I like about screen protectors are, once they are on a clean screen without many airbubbles, one wipe removes all dirt as you don't need to constantly wipe every bit of screen a dozen times.
To answer the OP question, I like go with SGP, its a great brand. As far as which one to go with, I like the new Glas.t they are coming out with in April. It is glass and oleophobic coated so it looks and feels just like the iPad screen, and it is super scratch resistant. The only reason I protect my iDevices is because I have little ones and no one can predict what can happen in a moments notice with them.
I've used a few in my time down the years, but since I tried some the best clear shields from SGP, Power Support, Clear-Coat, Zagg, etc, on the iPhone 4, I've come to the conclusion, that nothing is as good as a naked Retina Display, in both feel and looks.
Every shield, no what matter the quality, detracts(to some degree) from the display. It could be hazyness or subtle light refraction, but you notice it when you take the protector off.
The Smart Cover has proven(to me) to be sufficient.