I use latex gloves, but I am lifting the training wheels with them, so to speak. ;)
I accidentally found out that if the end of a finger is missing, the sweat would drain out. So now I cut the tips of the fingers and thumb off, which makes the gloves less sweaty, they dry quicker and I get some better feel with the end of the finger exposed. So far I have been lucky and not been stung on the end of the finger. Yes they can sting through the latex, but it has only happened a few times for me.
I have yet to go glove-less, but am getting closer. :-D