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 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.

Hmm I'm with the "What the hell do we need a screen protector" camp.
Mine has seen constant usage by all ages and the screen is fine.

Accidental scratching would be my main concern and I consequently use the apple cover which has a flap over the screen when not in use.

Unless you are using your iPad in areas where grit is a major concern I feel screen protectors are just another needless expense....

I got mine ghost armored. Zagg has a weird texture to it and make the glass reflect weird. Ghost armor i can hardly tell its even on there

Got some eBay China specials for like $.99 cents and they are great, completely invisible. The first one I got didn't fit very well so the vendor sent me 4 other ones for free that fit very well.

got myself a power support anti glare

works very well

I am on the hunt for one at lunch today!!!

I did not like the Zagg on my phone so I will probably not be going that route.

I was going to go with plain glass, but I noticed last night when I was cleaning it, there were 3 scratches on the screen

+1 I use IS on all my devices. I bought the one for the iPad and it's easy to install and it works great!

The best screen protector currently on the market is the NuShield DayVue film. It not only protects the screen from scratches, but it also cuts glare which antiglare films do not. DayVue is the only film that works outdoors without having to shade the screen. It is also easier to install and can be removed without leaving marks on the screen.

Where do you buy it in Australia since you are advertising your own product?

The NuShield DayVue film not only protects the screen from scratches, but it also allows you to see the screen when you are using your iPad outside. For $22.00 it is the best value for your money and it is very easy to install without bubbles.
See what different films look like in action:
Nushield

Screen Protector

On the advice of the shop assistant when I was purchasing my ipad, who already had an ipad, he recommended the Gecko Anti Static spray rather than the screen protector I was going to purchase. (see below)

I must say it's great. Being an anti static spray it leaves a smooth slippery feel to the screen making it easy to slide your fingers across the glass.

Gecko Clearscreen - To Suit iPad/iPod/iPhone/iMac (GG900003) | Techbuy Australia