i know a screen protector protects your screen from minor scratches, but its not going to save it from anything more than keys/coins in your pocket. it'll scratch and break if you drop the phone. Now with that in mind... why not just put the phone in the pocket without the keys?
i dont use a protector on mine because it lowers the viewing quality of the screen. why buy a phone with such a nice screen (iphone, any newer droids, etc) then cover it up with a cover that changes how the screen looks in a negative way?