No matter how careful or aware I am, I always seem to find a way to drop my phone. This is why, having a case on my new 4s is not an option, it's a MUST!
Had every version of the iPhone and dropped them frequently (once a month). Had incase cases on all of my old phones and just a bumper on my 4.
Never had a screen crack or any noticeable damage.
3G -> dropped a few times. Worse when dropped on concrete and landed on the plastic side and scuffed it up. Used a case ever since.
4-> a few times but nothing serious. Have been using a case or bumper since day one.
The other day while standing in line outside with my wife, some guy in the group behind us drops his iphone 4 (naked/possibly skinned) flat on it's face on the sidewalk. Everyone around made a noise as if they just saw someone got hurt. The phone turned ok though. Ha.