I gave up on wearing a glove after about my second year playing, it just made the left hand too clammy and uncomfortable, and I didn't see the point.
Granted when it is really hot and humid the club might slip occasionally (not completely out of my hands, but enough to produce some "interesting" shots) But then again when the heat index is pushing 100 playing golf is kinda miserable what with your shirt sticking to you and so on - on a day like that I'd much rather be near water or riding my bike!
What really annoys me about gloves is the whole stupid ritual that started about 20 years ago with people taking off their glove to putt. I find the claims that it improves feel laughable, and think it is really vanity, people want a few minutes on each hole with no glove to avoid the white hand syndrome. At least Shivas is man enough to admit to that vanity!
Actually though, golfing without a glove (not to mention without sunglasses or hat) is a good antidote to the weird tanlines I'd otherwise get from biking wearing fingerless gloves on both hands and sunglasses/helmet. The shorts I wear golfing not all being the same length prevents the weird bicycle shorts tan line on the legs as well.