I can't answer since I can't justify spending more than a few bucks for 'brand-name' protectors (IMO, they all look the same: clear plastic sheets and that's it). I've had the Insten sheets (above link) installed on my ipod for a while now and the clickwheel works just fine. They don't come off too easily especially when used inside a case and leave no glue residue if you want to replace or get rid of them. Heck, you can even wash them and reuse (as advertised :D) but I guess it's not worth it since it's pretty cheap to get a replacement.
Your last posts have been in perfect English :) You really are very good :D How long/where have you been learning?