I'll go ahead and post my experiences which seem contrary to many here.
I have owned a 3GS since the day they were first shipped. Mine is protected with a Seidio Innocase II Surface hard case, with no screen protection whatsoever. My phone always goes in my jeans or slacks pocket with no other items in the pocket, other than occasionally a Jawbone bluetooth. I use my phone heavily but I am careful with it. I have no visible scratches on the glass whatsoever, and no signs of wear on the special coating. The screen looks brand new. There are, however, thin scratches along the chrome bezel and back, due to pocket lint getting caught between the case and body. Common issue, and nothing I can do about it.
Previously owned a 3G for almost a year, same case, same story, except that one time I dropped it in the bathroom and it landed screen-down on the metal foot of a magazine rack (the drop was only a couple feet distance). It put a tiny nick in the screen, but it was barely visible. I got $300 on ebay for the phone and the buyer was happy.
So you CAN have a naked screen and not get scratches. The screen just feels nicer to touch without plastic on it, especially the 3GS with its slick coating.
I have added piece of mind from the fact that, before I sold my 3G, I followed online instructions to open up the phone, remove the glass, and blow out dust from behind. Took some time but I'm a tinkerer so it was no sweat. What this means is that, if I ever crack or badly scratch my 3GS glass, I can manage my own replacement, and you can get the glass online for $25.