Is it useful or advisable to get screen protection for eReader? Also does anti-reflective layer makes any good or bad difference with the eInk screen?
Eink devices usually don't have screens with a smooth surface, they have a slight roughness, in order to simulate the look and feel of printed paper and to prevent unwanted light reflections on the surface during reading.
Applying a protective film over it will remove this feature; I don't know if such films with a non-smooth surface are in existance, but even in this case I suppose it won't adhere well to the ereader surface, causing unwanted blurriness.
The best option to protect an eink device, in my opinion, would be to use something like a sleeve or a full cover.
I have 3 eReaders and Sekhemty's answer applies to the one without touchscreen/self-lighting like my Sony PRS-T1.
The other two have glass fronts (Bookeen Odysey HD and the venerable Sony PRS-700). Those glass fronts are hard enough not to need any protection in the form of semi-permanent stick on film, assuming you are just using your fingers for selection.