There are several types of screen protectors:
Cheap flimsy film - These are the ones you get in the 5 or 10 for a dollar packs. They're a pain to apply as you always get bubbles, but they're cheap. Avoid.
More rigid plastic film - These are the most popular choice as their thickness, hardness, and rigidity allows them to go on with far fewer air bubbles. There is a huge range in quality, and the popular brands here seem to be SGP, Seidio, Martin Fields, and Reallook. The downsides to these are that they can scratch more easily than the screen itself (plastic isn't as hard as glass) and they still get some air bubbles in typical installations.
Body Shields - These are thinner and require a wet application as well as time to dry and cure. They have a different texture to them and require time to get used to, and they aren't as clear as the above plastic film. However, they are far more scratch resistant. Typical brands are Zagg and Bodyguarz, and Ghost Armor, among others.
Glass - There are a few companies that make glass screen protectors, as these offer the best scratch resistance and clarity, as well as the same feel as your touch screen. On the downside, they are prone to shatter more easily than the stock screen, and their thickness causes a noticeable reduction in touch response. Not many brands are out there, and SGP only makes them for the SGS2, but you can find them for your phone if you look hard enough.
So, figure out which type you want, then pick a brand. The top two choices seem to be the rigid plastic type and the body shield. After that, most brands are the same, give or take a little. For example, I've found Seidio, Reallok, and SGP to be largely the same in quality, but Seidio doesn't have 2 layers to peal which can cause application issues, and Reallooks are larger, cut EXACTLY to the phone, which makes them harder to install but more rewarding if you get it right. I've found SGP to be the sweet spot for myself.