I can't with any degree of honesty tell you what's best for you, I can only share what I do and try to explain my reasoning.
I am on my third iPhone (original, 4, and now 4S) and have used them uncased, in a bumper-style case(original) before settling on the OtterBox Defender, (original, and another for the 4/4s).
I didn't do this because of fear of scratching. My original iPhone developed some patina during its years of use, including some minor scratches on the Gorilla Glass screen, but it wasn't so bad as to be bothersome. My real concern is dropping the phone. I have a fairly active lifestyle and the iPhone goes along for the ride. For example, I use it as a bike computer (and bicycle entertainment system), so it's clamped to the handlebars in a RAM mount and subjected to dust, moisture (short of downpour–I move it into a weatherproof pocket or bag in that event) and of course the potential of taking a tumble. I also use the phone while offroading and have on numerous occasions dropped the device to the ground from a lifted Land-Rover. (The seat belt loves to strip the phone out of the belt clip as I exit the truck. I pocket carry more often now, but my original and the 4 both hit the pavement more than once.)
I don't mind scratches per say (I like tools that look like they're used)but when I moved to the 4s I sold my 4 to cover most of the cost. The protection afforded by the case is a big plus on this count. (Note that I dislike the screen protector offered by the OtterBox and have removed it from the case, so my screen is "naked", though I could use a stick-on screen protector if I chose to do so.)
That being said, I'm allowed a subsidized replacement (5s?) in October and am rethinking the cumbersome case—it makes the sleek iPhone a little too phablety for my taste and I suspect the slimmer 5 model will sit comfortably in most of my pockets. I will get (may even have) a belt case for the times when I need to go Batman (I'll make sure it has a belt loop, not a clip, so it stays on when I jump out of the truck). The bike mount can be replaced with a stem bag that has a smart phone window on top. It remains to be seen as to whether or not I install a bumper style case or just go naked. That will probably be based on how slippery I find the phone to be. Despite the (alleged) trend preferring bigger phones, I'd like to reduce the bulk and mass of my EDC load out.
In a related note, I completely agree with David Campbell—keys, multi tools and pocket change are the scourge of the screen (and the phone case too, but those scratches are an aesthetic concern, not a potential functional problem). You want to keep these metal objects isolated somehow if you opt for naked pocket carry.