Anecdotal of course, but I've owned every phone that's launched (well, one phone per generation of course), never with any screen protectors, and I've gotten nothing more than a few minor scratches in the past.

The screen on my X, which I use heavily and every single day since launch, is virtually pristine. Inspecting it right now I can find 2 micro-scratches (both on the edge), and that's it. If anything, this screen has held up better than previous ones.