I usually go without, and am insanely careful with my phone. But after seeing a light scratch show up on the screen, I got the Spigen plastic one for my screen to protect it from future ones.
When I say insanely careful, I mean never anything else in the same pocket as my phone, never set it on any rough or dirty surface, never drop it, etc. It's still a mystery to me where the scratches came from. I mean obviously they didn't just appear, but I can't think of what I exposed my screen to that would have caused it.