Just got the Zagg HD screen protector at my local best buy and they installed it. Probably wouldn't have if I got the sapphire version, but with the sport it was worth it. Can't even tell it's there. Worth the money for sure.
You can still go to the store and add it if you want. I had the same idea on preorder day but went in today and it was a piece of cake. Also, everyone was stoked to see one in the wild. Kinda fun.
I used to have Zagg Glass on my iPhone 6 Plus. I have to take it off when I got the LifeProof Nuud case. The Zagg Glass is still in good shape. I might just cut in down to try on my Apple Watch and see.
The sport watch face is Ion x gorilla glass. If you saw the test of it, it held up pretty well. Unless you have a job where you are around heavy duty sandpaper, then I think you are pretty safe. Otherwise if you are near sandpaper all day, then you shouldn't buy this device.