Hehe, thanks all. I had suspected that I didn't really need one. I seemed to remember reading something about Steve Jobs where he had insisted that the iPhone be made of glass to avoid scratches. And since I carry a microfiber cloth to clean my glasses anyway, I guess smudges don't really post a problem.
I am still a little worried about dropping the thing - accidents do happen - but I'm OK with it for now, I think. I just didn't like the feel/look of the standard case.