A screen protector is definitely a good idea. It protects your investment.
There are several companies that offer protectors for the X41. Do a search here if you want indepth info.
But I would knock it down to two depending on how much money you are willing to spend. The top pick, hands down, is a Writesheild. But they are really expensive. I couldn't justify paying that much for a screen protector.
The option that I chose was to order one from Strong Engineering. They are relatively inexpensive and are a good bang for buck option.
What I like about them:
-drag on pen feels really natural
-easy to apply to screen
What I dont like:
-screen adds glare, but Ive gotten used to is by just turning up the LCD brigtness a bit
-adhesive can look a little ugly