I seen lots of horror stories on the net of scratches appearing on phones with gorilla glass, i wouldn't trust it for the sake of a few quid.
Get a slip instead.
Protects it in your pocket but doesn't afflict the phone when you get it out. i'm just looking for one at the moment though... Preferably something like soft leather/fabric, like those that come with HTC phones (or at least my HD).
On the other hand I saw an iPhone 4 with a matt screen protector and it makes the screen so much nicer...
As for the actual subject of the thread...
All apps over 20MB have to be downloaded over wifi/synced via Zune I think so no need to worry about downloading big games.
Also on the game front I downloaded a few last night and the best one by far is
Rocket Riot, it's brilliant and I'm pretty much going to buy it.
de blob Revolution - So so, demo seems ok but a bit boring, worth the cash? Not sure, will have to play the demo a bit more.
Flight Control - Well it's flight control... Always a bit of fun, although more fiddly without a stylus, probably worth a purchase.
Flowerz - Played this for a few minutes and didn't find it that engaging. However it is free...
OMG The only scrolling shooter I can see at the moment, pretty good from a quick play, although I'm sure there will be a lot of better ones shortly so I'm going to wait for one of them before I pay for one.
Cliffed - Pretty cool, really cheap I think as well. Think I may buy this.
Impossible Game - ****** hard...

Think it's only 79p though so may be worth a purchase
unite - Like Teeter on HTC devices. Free and pretty good
Zombie Outhouse - Odd premise (and massive toilet!). Bit samey but could definately while away the time on a train trip or something. Think it's only 79p again so...
As for general Apps...
xkcd - Trial is good enough for most things I think and if you like the comic you'll like this
Facebook - I don't really use facebook but the App follows the metro theme and looks very well designed.
Lunar Phase - Does what it says on the tin... Free...
The market seems pretty good although a few more games and a couple more apps would be good. Specifically a tide time app and one that allows you to use the LED as a torch outside of the camera mode.