I don't bother with them. It's too much bother for me to take the cover on and off of my driver, let alone my irons.
I figure that once you hit a ball with with a brand new, expensive iron, it's no longer new anyway. Because of my trade, I look at golf clubs as tools. I've spent a lot of money for quality tools. There is no way tools can be used and kept looking pristine. Kept in good, working shape.... absolutely. Nicks, scratches and patina are just part of the charm of well used tools... doesn't bother me in the least. That's just me. Anyone that wants to use iron covers, that's cool with me... like you care if it is or not.