Depends what you mean. Generally, the screen has a glass substrate which is breakable and therefore you need to protect it. A good case with a front cover is essential in my view for this.
If you mean a plastic front sheet you stick over the device screen to protect the screen from scratches, I haven't used any on my Sony or irex and see no need to. I don't tend to touch the Sony and the stylus on the irex doesn't scratch it. Other users may use such a screen but it won't stop the screen from breaking if you drop it etc.