I've lost a few simply because the little nub that secures the stylus in place gets worn down enough so that the thing would just slide out if I tilt it that way. In fact I used to do it on purpose, flicking my DS from the wrist and catching the stylus in the other hand, as a little flourish to show off to myself before I played more Planet Puzzle League.

As far as the screen scratching thing goes (because I refuse to post in two different threads with similar-enough topics), yeah, people just aren't careful. Elite Beat Agents is no excuse, because I have all 3 of the games in that 'series' and I have zero scratches on my screen. I also don't use protection. *insert sleazy emoticon* Some people just really get into it.