I've tried both the regular screen protectors and the wet apply ones.
The regular ones aren't edge to edge and will leave you with a halo where the edges of the screen curve. See the pic below.
The wet apply ones are the best bet. They offer full screen coverage but slightest snag, they begin to peel. I had to replace my zagg 4 times because of this. I gave up on both and run without any at all now.
On a side note, the wet apply zagg saved me nicely one day. Watch screen scraped a wall pretty hard, enough to get paint transfer. Luckily I was able to rub it off the screen protector and it left no residue or scratches. Here's a pic before I rubbed it off. Note in the pic, it was starting to peel on the left side. However if you must get a screen protector, I suggest one of these wet apply vs the dump looking film ones.