I currently use the invisibleSHIELD full body kit on my EVO and really do like it a lot. The screen is still sensitive to the touch and I havent noticed any slow response. I am patiently waiting for the Otterbox to come out for the EVO.
Do not use InvisibleShield, or any other protector that requires liquid to install, ever. Liquid is just a bad idea, and the InvisibleShield looks horrible. I use Boxwave protectors on all my gadgets. Unless you know it's there, you would never be able to tell. Looks and feels just like the glass itself.
I'll second the InvisibleShield...especially if there is a kiosk in a mall near you that will install it. I have it for my Evo, and I had it on my iPod Touch and iPod classic (when it was still just "iPod"). Applying it yourself is tough (did it for my iPods), but the guy at the kiosk was super quick and precise, worth the few extra bucks to have him do it. I handed my Evo to a friend and let him play with it for a few minutes before telling him that the Invisible Shield was on there, he had no idea!