I always shoot with gloves, mostly now at clays, and have for since I began shooting. I first started with unpadded handball gloves which work very well but I didn't care for the velcro wrap around strap. I found that baseball gloves have a similar feel, provide excellent mobility and they can be found very inexpensively at the end of the baseball season (which is close to the opening of hunting season). In addition to these gloves, I have also used thin deerskin work gloves which fit very well but don't move quite as well as the baseball gloves - but are probably much more rugged.
Z