The HORI screen protector that I picked up ages ago is really good [and I've read it being recommended many times as well].
Nice and thick, sticks on really well. I didn't even bother with the instructions. It was sold out for a long time, hopefully it is back in stock.
I'm not sure how easy the Vita screen scratches...but it's not diamond, keys pressed against it with some pressure will probably do it. I can say that over the months the protector has picked up a few scratches so I am glad that I picked it up. Rather it then the screen right.
Another thing that you might be worried about is how it affects the feel of the screen. Not bad at all really, imo. It has been a while since I used the vita naked, but the touchscreen feels great to press even with it on. Don't need to press extra hard or anything.
Highly recommended, will probably buy a backup incase I mess this one up a lot. Nice for peace of mind, even if you don't just carry it in your pocket...shit happens.
To prevent dust just wipe it with those cloths they give for glasses, then drop the protector on carefully -- you will still get a few bubbles. Push them to the edge with a card, with some pressure. It looks like it is ruining the protector but they are just smudge marks and fade pretty quickly. I remember having one or two bubbles after pretty carelessly applying it. May have stuck around for a few days but there are none now. Pretty easy, careful dropping the protector around the buttons/nubs and webcam etc..should be alright, worth it, definitely.
There may be youtube videos showing proper technique, which might be useful/reassuring to watch.