I have always used a Power Support Crystal film on my iPhone. But with iPhone 4 and iPad touting such a tough screen, I was thinking I'd go without. But my friend (who got an iPad because he loved mine) came by today and pulled out his iPad and he had 2 big scratches on his screen. He left his 5 year old son with it for a couple of seconds unwatched. He's not sure if the dog stepped on it or scratched it with his nails, or if the kid picked something up and scratched it. But apparently it can happen.
It seems odd as you can do stuff like in the YouTube videos and not scratch it and then something random like that does.
Regardless, I've ordered PowerSupport Crystal films for my iPad and iPhone 4. I love their protectors--no mess or goo, can't even tell it's there, and they last a long time. Now to see if I can get that big iPad version on without any bubbles or lint and without losing my mind.