I use a bumper on my iPhone 4. I didn't use cases for my previous phones. I use the bumper because the iPhone 4 is obviously more fragile than other designs I have used, and is uncomfortable without. I am hoping the next iPhone is redesigned to make it more durable and comfortable to hold, so that I can return to no case.
This is exactly it for me. My 3G and 3GS had tons of little cracks on the corners, the plastic absorbed the impact of falls and drops. The glass/metal combination on the 4 is just too stiff IMO. My 4 also has serious antenna-gate, so it was an easy decision to use the bumper...but I don't like it.