I brought a cheap one from amazon and it is rubbish.

What is the best one?

Based on my experience with several on my several iPhones, I am keeping plain clear glass on my iPad.
Rationale being that by the time glass is scratched beyond tolerance, it'll be time for the new one.
But that is only my opinion, though I am hell on equipment trashing cameras lenses and other expensive electronics simply from work environment - construction dust, rain, snow, all extremes of man and nature

I'm scared to put anything on the glass of my iPad.

Those screen protectors are cheap(?) insurance. I use a Zagg Invisible Shield (front only).
ZAGG Invisible Shield

You do have to be really careful and take your time putting it on to prevent bubbles, but once there, I think it works great! (Disclaimer: I do not work for Zagg and they did not pay me to say that!)

The best part is the guarantee:

"If your invisibleSHIELD ever becomes scratched, torn, or damaged while protecting your device, we offer you a free invisibleSHIELD replacement for as long as you own your device."

If you buy one from Zagg, you will NEED a discount code (and lucky for you I have a 50% off discount code that has to be used by July 31 if you want it) or you can buy it from Amazon for about half of what Zagg wants and you don't need a discount code.

A decent screen protector will cost you $20. I agree that by the time you really scratch up a screen (assuming you don't use any kind of case with a cover) it'll be time for the 2nd gen iPad. With that having been said you can by an extended 2 year warranty which includes dropage, screen breakage, fluid damage, etc. from square trade (or at least that's where I got mine) for around a hundred bucks.

And BTW - nothing on this planet (including our politicians in DC) pi$$ me off more that applying a screen protector only to see a couple of specs of dust and/or bubbles messing up the show.

The general consensus on most boards I go to is that the Power Support USA Anti-glare screen protector is the best one you can get. Zagg's version is too tacky to easily drag your finger across.

I've got the Power Support version and it's fantastic. I've tried the Zagg and there is no contest.

My concern with the Power Support is the lack of any sort of warranty and the incredibly high cost ($25!) ... I don't know.

It might be the best, but I'm far from the most perfect of installers and if all goes to crap, I'm stuck with $25 less in my pocket and a shield that's not installed.

Also, the one bonus with the Invisible Shield is that it really REALLY adheres nicely and doesn't slip off when it is put into or taken out of the Apple case.

+1 for zagg... it is a little tacky, but not enough to be a bother, and they have a lifetime warranty. I guess one of the biggest things for me was that Zagg has a place to install them locally so I don't have that headache.

I got a iFrogz screen protector on mine. I got it from Macmall.com a pack of 3 for 20 buck with shipping and they are Anti-Glare. I have had them on since day one and it holds up really well. Hope this helps.

I got a cheap from eBay and once I figured out which side I was supposed to put down it's working well.