The S-Pen interacts electrically with a 5th layer in the screen, so unless the glass is very thick it won't affect it. (I'm using a plastic screen protector and an Otterbox Defender (which has its own screen protector, so the pen is pretty far from the glass) and there's no problem.
(Why both protectors? Because I'm too lazy to remove the one that I had on the screen before I got the Otterbox.)