I'm not overly fond of gloves; I like to be able to feel when something starts to slip, etc. However, last year I was out on a friend's boat, and the wind was pretty strong. I was working the sheets while he steered. As we began to tack, I released the leeward jib sheet from the cleat thinking that I would hold it in my hand so I could better time the eventual release of the tension. Well, that was a mistake. The jib was under much more force than I thought, and the line pulled through my hand and tore it up pretty bad. I had cuts and blisters for about a week. I learned my lesson that day, and bought gloves as soon as I got home.
I still don't use gloves that often, but when the wind picks up, I grab them.