The best screen protectors on the market are from BodyGuardz:
BodyGuardz for Samsung Captivate
It will last longer than you plan to have your phone, and adds a tiny bit of friction to steady your swipes.  Follow the instructions, be slow and patient, and let it set overnight.  I just put a full body kit on my Captivate last night (except for the metal back, which looks better uncovered).
For $15, you get TWO of them, either for two phones, or for a second attempt if you botch the first one.  You may opt for the full body kit for $25, but its not really necessary unless you want to go case-less and are  worried about body scratches.  Return customers get a 20% discount.
$15 is CHEAP protection, considering the price of the phone.
Rick -Z-