I will highly recommend sourcingmap's iPhone 4 cases with screen protectors. I've used a few cases, but the one i am using is from above website. It is the best case i have used thus far. It is inexpensive, thin, easy to take off and put on and durable without adding extra bulk.
I have a bumper case. I think it is great. Pricey but great.
Got the "Full protection" Zagg protector. HATE the rubber feel of it. When you swipe your finger left to right, it is not so bad, but top to bottom there is a rubbery resistance. I Took it off the front screen, left it on the back. Waste of $25 + shipping.