I'm pretty rough on my pocket-sized devices and have to protect them from day one. The first two things that I added to my Verizon iPhone 4 were an iWrap and a ThinSkin.
iWrap ($19.95) is a clear skin that adheres to the iPhone 4's front and rear glass panels protecting them from scratches, cracks, breaks and the general peril of the great outdoors. iWrap uses a new dry application process that's fast and completely idiot-proof to install. I installed iWraps on both my black Verizon iPhone (top) and white AT&T iPhone 4 (bottom). The full-body iWrap kit comes with your choice of AT&T or Verizon side panels.
ThinSkin ($19.95) is die cut specifically for the iPhone 4's antenna frame and pretty much eliminates symptoms of Antennagate, including the death grip and the newer death hug. Sure, you can also also use a piece of scotch tape to accomplish the same thing -- but it'll look like a piece of scotch tape. ThinSkin installs in three pieces that slightly overlap where they meet. ThinSkin is die cut precisely for the appropriate holes on the AT&T iPhone 4 and will soon offer a universal package. The best part is that ThinSkins come in 15 colors, including metallic silver and pink. I installed black ThinSkin on my Verizon iPhone (top) and an orange ThinSkin on my white AT&T iPhone 4 (bottom).
Even though I usually put my iPhone 4 into a bumper (or other) case, the iWrap is invaluable protection for its glass and the ThinSkin will protect the stainless frame from "bumper scrapes" left by dirt trapped between the bumper and the frame.