I used my beautiful HTC Hero for only a week before it managed to wriggle free of my pocket and crash screen-side down, to the ground outside my back door. That left a lovely, deep-looking scratch, dead centre of the screen.
You can probably imagine the colourful language, were it not for the presence of my saviour, HTC's SP P260 screen protector, which I had applied just hours after receiving the phone (for such a cheap accessory why they can't include one in the box is anyone's guess). Without it, the phone would've sustained some pretty nasty damage, but with the protector peeled away, it was as good as new.
The moral of this story; always, always apply a screen protector, it doesn't matter how careful you are, one day you'll be glad you did.
In practical terms, screen protectors are always fiddly to apply and this one (or pair, there are two in the pack) is no exception. The SP P260 is not quite a perfect fit as the radius corners don't precisely match those of the Hero's display, but that's not noticeable other than under extremely close examination and does make removing the screen protector a little easier. Even so, you've got to be really careful and quite precise when lining up the protector with the phone; I found it easier to start with the short edge and then gently "roll" the protector onto the screen in a single direction, avoiding any bubbles that might occur. It is possible to immediately remove and reposition the protector if you make a complete mess of it, but more than once is unlikely to be a good idea.
Remember to ensure that the screen of the phone is clean first - no dust or greasy finger marks. I use a very mild solution of Fairy Liquid (other washing-up liquids are available) on a soft tissue, and then a lint-free damp cloth to remove any residue. Once applied to a clean surface, the protector is almost invisible and doesn't alter screen sensitivity or functionality in any way.
One word of warning; the SP P260 can very easily become statically-charged when you're peeling the protective layer away from the sticky side, at which point it'll attract every particle of dust, strand of cat fluff or budgie feather from miles around. Get any of the above, no matter how small, onto the adhesive side and you'll end up with a bubble and a dead-spot in the touch-sensitivity of the screen. Therefore it's always a good idea to find a clean environment (the draining board of the kitchen sink works for me) and roll up your sleeves.