Consider short-finger gloves for most kinds of riding. These will provide some padding and keep your hands from getting too warm.
2
Get gel gloves for added cushioning, but know that they can feel a bit bulky.
3
Consider a terry-cloth thumb to wipe away sweat while riding.
4
Purchase full-finger gloves for riding off-road. These will protect your fingers and hands from bushes and tree branches, but they're also warmer.
5
Consider winter gloves for cold-weather riding. There are quite a few options for all climates and conditions. Ask your local bike shop what they recommend.
6
Think about fit. You want the gloves to fit fairly tight, but you don't want your fingers to hit the ends if they're full-finger gloves.
7
Determine if the gloves will be comfortable for you by gripping some handlebars when trying them on. Be aware that over time the gloves will stretch.
8
Consider the washing instructions. Gloves get dirty. You can generally throw them in the washing machine, but you should air-dry them.
Tips & Warnings
If you are having a lot of hand pain or numbness while riding, gloves might not be the solution. There's a good chance you don't have a good riding position or are gripping the bars too tightly. See "How to Make Your Bike the Perfect Fit."
Consider foam or cork bar tape for a road bike for extra padding. For a mountain bike, consider new grips. Depending on your hand size, you may be more comfortable with a thinner or fatter grip.
On a brisk fall or spring day, start out with your normal gloves, but be sure to have your winter gloves tucked in your jersey pockets - there are few things worse than cold hands!