It does not matter if its think or not. Its for protection. I work as a Manager in where i have the phone on the desk & table all the time. I also have the phone on my hands all the time. Even a pouch i would not mind.
I shattered my screen on a hardwood floor so these things aren't indestructable (it probably hit a small pebble or something). Gorilla Glass is scratch proof, but because it's so brittle it will shatter if hit just right.
The shell on the otherhand is, IMO, pretty darn near indesctrucable and the phone seems to be almost waterproof. I live in Whistler and I've dropped my phone while snowboarding at least 20 times this season. Once it was burried under 4 feet of snow and took us about 10 minutes to find it by calling it and digging around in the trees (good times). I even ran over it with my edge in the middle of a carve and all it left was a nick on the edge of the phone. Each time I've dropped it in the snow I've had to blow snow out of the audio and USB ports and a few times I managed to pack the snow even deeper putting my headphones back in when there was still snow in there. Twice I took my gloves off and the snow melted instantly on the phone turning it into puddles of water everywhere I touched it (mic, speaker, usb) and I've yet to have any issues.
The phone still works fine with the shattered screen, but I'll be getting my replacement by Tuesday.
So back to needing a case... I've heard simply applying a protective film over the screen is enough, but it seems like you'd still want or need something with a bit of a bezel to prevent the glass from touching a flat surface.