We got a Media Devil stylus discounted with their screen protector.
It was great at first, but now only use it occasionally as it no longer glides across the screen the same as it use to. Finger never fails.
They are great for if you need to wear gloves though or have damp hands for whatever reason.
Just as you get fingers prints on the screen by not using one, you still get little (stubby) marks from the stylus though, as when it first makes contact with the screen if you know what I mean.
I've always used styluses (styli?) since I got my iPad. Because I used a matt finish screen protector this means there's much less friction on the surface of my iPad so most rubber tipped styluses glide over it fairly smoothly (same applies to using a finger)
The Bamboo stylus feels great in the hand, nicely weighted like a solid pen which makes it great for writing. It also has a small nib for greater accuracy. My main gripe is that the nib itself is a bit too 'squishy' for my liking.
The 3M Smart Pen is a bit smaller and lighter, but still has a nice, solid feel in the hand. The rubber nib is a similar size to the Bamboo and is also squishy, however inside the nib there is a hard rubber block which does give you the necessary resistance you need when you're pushing the stylus down to write or draw.
Neither of them are all that cheap, but given that I take written notes most days at work they've both been good investments.