I don't live in NYC or regularly park in a highly urban area so it hasn't been a concern for me. Of course, I've parallel parked it in a number of big cities but don't do it on a typical day. I'm careful about parking and don't mind walking so I will always go out of the way to park with extra space around me if possible. Of course, that's not always possible. I don't have any marks on my bumper after 4 years of the MDX now. If I regularly parked it in a hazardous area where people park tightly and use hitting bumpers without a care as a method to park, I'd want to use some protection.
Someone else on this forum, I think from NYC, had a thread about bumper protection and I think it included some pics so you might want to search on here for it.
Not really much to protect us out there for the front. Even the Bumper Bully for the rear (I have one for San Francisco use) leaves damage from the strap on the bumper, so be mindful when using it. I added some extra foam cushions between the bully and the bumper as well, because when someone does actually bump against it, the bully is really just a scratch protector, not a compression protector. The compression is what leaves fractures in the paint job. It also doesn't protect corners (to be fair, most of the similar products don't), so there's something to worry about there as well, especially since we have sensors in the bumper for blind spot.
For the front, the cushioned license plate surrounds are nice, but they really only protect you from head on hit in parallel parking, we all know how corners of bumpers will hit anywhere along the entire front bumper. TBH, I don't think there's really anything out there that can be used quickly and stored away when driving. And then comes the compression bit again. Too many experience in SF with bumper car parking. The only real solution is to buy a car you won't really care about hahaha (or park faaaaaaaar away like mdxstang said).