I've done both. I've been using phantom skinz protector and the feel and look of it is similar to the glass I have on my SGS 1 and HTC Sensation. When I slide my thumb over it, feels similar to the glass on the phones. ATM, I am running naked on both screens for over a year now and no major scratches or whatnot. I definitely do have some scratches, but when the phone is turned on, it's not even noticeable.
When I first get a new phone, I'm a bit anal about it, so I use a screen protector. But after so many months down the road, the screen protector gets kind of icky or whatever, I'm not too concerned about using it with or without a screen protector.
I think i've kind of just accepted the fact the phone's gonna get some nicks/scratches and to just live with it and if it breaks, that's what insurance are for (I've used it quite a bit now, got my money's worth it for sure!).