I've found the black nitrile gloves to be pretty good if I'm doing really greasy stuff (like packing bearings), otherwise I tend to wear these: http://www.mechanix.com/automotive/the-original
You can find them in the UK about £20 a pair and they're the only gloves I've found that fit really well and let me pick up washers etc without fumbling; even the light 'cut proof' gloves make me drop stuff.
They're also warm which is handy when the ambient temp is low and your tools feel so cold you think they might stick to your skin..
I wasn't impressed with the Mechanix gloves at all; got them wet a couple of times and they fell apart. I do keep disposable gloves, but only tend to use them when using paint/filler/chemicals or
like Aaron when doing greasy stuff ; this is mainly so I don't leave greasy fingerprints over the paintwork/interior/tools/doorhandles/toolboxes/house/taps/cat.The problem I have with gloves is finding them to fit; I have wide palms, and short fingers. When you're wearing gloves just to keep warm, it's merely annoying for your fingers not to reach the end of the glove. When working in them, that is really difficult.
When I want protection from rough edges, splinters etc I find that these
http://www.skytecgloves.com/skytec-aria#.VxDY0TArKM8are good. I bought a dozen pairs for a tenner, and they fit me well and last for ages.