Protection is a personal choice. I choose to minimize the risk of damage to my phone by always using a screen protector or a case with a built-in screen.
I've never used a screen protector (only a silicon case) by the time you get to scratch your iphone's screen so badly that you wish you had put a screen protector, the new iphone would be around the corner and you would have your eyes at a the next generation device rather than a screen protector
I had to take my power support screen protectors off so my phone would fit in the life case I picked up for it. I somehow managed to put a large gash in the back glass when I took the phone out for the day. Never again will I go without a screen protector.