It's really how you feel about being comfortable or uncomfortable with the phone in your pocket. During the week, my Curve is in it's holster (business attire) and on the weekends (basketball shorts mostly)
it's holster free. I agree with the others however, dust can get under the screen
and also you don't want to be that person that calls someone else because you forgot to lock your keys. I have been the lucky recipient of these types of calls before...