I'm sure someone will come along to tell you that readers are fragile and you should never take them out of the case. I figure it's up to each ereader owner to weigh comfort against the cost and inconvenience of replacing a broken device.
On my old Sony PRS-T1 I used a cover when I left the house but took the cover off if I was reading at home on my couch or bed, next to a carpeted floor, where a drop was unlikely to damage it. I found the reader more comfortable to hold without the cover. I did use a cover when I took the reader away from home.
The only damage to my T1 came when I had it open for reading on my desk during a break at work and something fell on the screen from the hutch above the desk, creating a 1/8" divot in the screen. The reader is still usable though, except for not being able to see a few letters in that one spot.
The design of my current Sony PRS-T3 is such that if I remove the snap-on cover, I am left with an unfinished back which would be uncomfortable to hold, so the cover stays on at all times.
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