I use gloves sometimes. Don't wear them so much for grip improvement, rather to reduce lead exposure. I just use gloves picked up at Home Depot for about $10, that way I don't feel badly when they start to get holes in them.
I use a weightlifting glove called the Harbinger "Power" model that only costs $11.00 for the pair at Academy Sports & Outdoors here in Houston. I only use it on my shooting hand so I gave the left hand glove away to a lefty shooter at the range. It works perfect since it has thin mesh on the backside to let your hand breathe and leather padding on the palm and thumb area to absorb the recoil. It is also fingerless so you don't lose trigger control. I only use it when I'm shooting a lot of rounds (150+) with my G22 Gen4 as my hand starts to get a little sore after a while.
Mechanix covert and the covert 0.5mm are great, inexpensive options for shooting. They offer enough dexterity to shoot both rifles and handguns without issue. For a heavier duty glove Outdoor Research makes some excellent products.