I feel the same way with my iPhone, but the oil resistant coating on my iPhone 3GS (and iPad) does indeed scratch. It's not so bad on a small screen, but on the iPad it could become annoying. Also, glare and fingerprints are less of a concern on the iPhone than they are on the large screen iPad so there is some value in an anti-glare protector.
If I had to describe what the Power Support screen protector is like, I would say it is very similar to a matte LCD versus a glossy LCD on a MacBook Pro. If not for anything else, I feel the matte screen is an advantage. Of course that is personal opinion.