I use the nice pouch case (from Ebay) on my hip. But when I pull it out, it is naked and no screen protector. I have had a number of Palms and never used a screen protector and never had any scratches (knock on wood). The key is to keep the screen and stylus clean and in the case of the Treo, to turn it facing down when out of the pouch.
If I don't use the pouch case, I stick it in an empty pocket naked.