I used to work for invisible shield. God, $40 is so worth it to get it on your iPhone. I've dropped my 3G so many times, even tried to scratch it with a knife (with invisible shield plastic on it) and NOTHING. Bad part is, after couple of months .. it starts to tear but you do have warranty on the invisible shield.
Does the new screen protector for iPhone 4 have the same rubbery feel to it? I've tried one way back in my iPhone 2G years (yes, 2G) but didn't like the feel. Because of that, I've been preferring the static-cling screen protectors such as the ones from Power Support.
I ordered the anti-glare screen protector from Power Support. I used it on my 3G and it's great in the sun plus it doesn't show fingerprints. They are do to ship sometime in July. In the meantime I modified a 3g one I had to use on my iPhone 4.
I had a Zagg screen protector on my 3G which WAS very good, but after about 12 months started to get dust around the home button and eventually began to lift. I did not replace it with a nother screen protector and used it for a further 8 months and had no probs with screen. I did however have a Vaja flip case so screen had some protection whilst in my pocket.
For ultimate fingerprint resistance, try Power Support's Anti-Glare screen protector. When I had it on my 3G I rarely had fingerprints on it. The only caveat was that it made the screen a little milky but the new one is supposed to be optimized for the retina display. It's not out yet but it's supposed to ship sometime in July. I might give that a try.