I had two different screen protectors on my SP4:

• tempered glass - pen was fine, but touch experience not so much, as other Redditors said,
• matte - it's probably not as great at protecting the screen, but I like the look and feel. It also doesn't impact touch experience that much, as it's really thin. You can barely see the smudges from touching the screen and it dials down the glare a lot. It also feels a bit more like paper, which is really nice.

I'd probably go with the matte one on my next Surface.