I bought a Zagg InvisibleShield for my iPhone 4. Not bothering to mention my very unpleasant purchasing experience, when it finally arrived on Friday, the day after I got my iPhone, I took great care to apply it properly. It actually went on very well, and I even left my phone off for 24 hours to let it dry (I got enough of a fix playing with it on Thursday, plus I was real busy that day anyway). Come Sunday night, both sides are just peeling off by themselves. Mine couldn't stay on for even 3 days.
Bottom line: strongly dis-advise buying from Zagg.