I feel exactly the same as you. I've been looking for a decent screen protector since I got my One X. Unfortunately I can't advise you on any good ones as I haven't found one yet, but I can tell you don't bother with the official HTC one. I paid something like £8 (if I remember rightly) thinking it's the official one so it should be good but it didn't even fit the phone due to the curved edges. The edges were raise all around it which looked awful.
I'd be interested if anyone does recommend a decent one for a reasonable price.
And for the record, gorilla glass does scratch. It's not things like sharp objects that are the problem but minute grains of dust and sand rubbing against it. It scratches very easily under certain circumstances, such as in a gritty pocket or a pocket with sand in it.