Personally, I have never been able to install one of the screen shields without getting bubbles.
However, I am on my second iPhone and have never had a scratch on the screen. It's not like the plastic screens in earlier ipods, it's glass and will take a lot without showing it. So, I just don't bother with the "invisible shields".
Now, if you have one that will cover the back then it would be worth trying to install, or use a case.