I have a film from
www.overlayplus.com on order for my nano. I ordered a set of their films for my Motorola Razr, and I couldn't be happier with them. Unlike many of the original iPod screen protectors that the market was filled with (lajo, iskin, etc), these are very thin yet strong films that give the "wet" look when properly affixed. This sounds as if it would be annoying, but when properly applied, you don't even see the film literally at ALL. They've been doing a great job on the two screens on my Razr, and screen of my 60GB iPod.
The only gripe about the iPod model of the overlay is that it just covers the screen and a few mm beyond. It seems from the photo on the website, that the nano overlay covers the entire front.
I'll update this when I receive my nano overlay. If it does NOT cover the entire front, I plan on ordering this invisible shield.
Edited to add: The overlay plus films do not need water for application, and keep the 100% glossy, texture-free look of your ipod, cell phone screen, etc. After investigating the Invisible Shield a bit more, it doesn't seem that great IMO. Protection-wise, probably. Look-wise, it detracts from the iPod glossy texture-free sheen, whereas the other films I prefer make NO difference to the texture or gloss of the product you put them on. Also just to be clear, I am in no way affiliated with either company.