I'm going bareback with mine.
And I don't have a screen protector on my Touch Pro.
Well, it's mainly because I screwed up the installation of it, I'd keep one on if I had gotten it installed perfectly, HTC's stock screen protectors are the closest thing to not having one at all. If you are worried about reduced pressure sensitivity, simply increase the sensitivity in the registry. (HKLM -> Software -> OEM -> TFLOsettings ->fingerpressure, I think.)
-Ed