No, they aren't worth it. They have worse orange peel effect than any other protectors, and are more expensive than most.
If you want to drop some cash on a really nice protector, and don't mind dry-application, wait until Steinheil releases the Crystal protector for the Nexus. They have the best feel/clarity by far.
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If you have to get something now, go with Skinomi. Same material as Zagg, but much cheaper on Amazon.
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If you want the best all-around (in my opinion), wait until Phantom Skinz releases their Galaxy Nexus protectors. I've had the same one on my Droid Incredible since 2 weeks after launch day a year and a half ago, and it's still perfect. It has the least orange peel effect of all the wet application protectors, and is significantly less tacky than the Zagg/Skinomi material. They also last longer than dry application protectors.
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Edit: Just FYI, I bought at least 2 of every protector mentioned above, as well as a couple others. I hated every one of them except the Steinheil and the Phantom Skinz. The Steinheil was not durable enough for me, though.
Edit 2: Added the websites for the Google-handicapped