I'd recommend protective film for sure. I didn't have any on my Golf R and the headlights got so pitted and sand blasted that I started getting flashed because the Bi-Xenon light pattern was getting diffused and people thought my brights were on. Someone ended up backing into me and wrecking one of the headlights, so I had them put some Xpel precut pieces I got a while back on after polishing the trashed one and it was worth it. Sure, it diffuses the light a little bit, but my bi-xenon lights on my Golf were almost $700 a piece, so it's worth protecting the investment.
You can do it yourself too with some patience and a heatgun, but it says something if I let mine sit in a box unused for almost a year and just ended up having someone do it.
I think it also depends on where you live too though, as Colorado puts ****ing rocks on the road for "traction" in the winter, so it trashes our windshields and basically the fronts of our vehicles.