I know latex isn't the best when you are around grease and oil, but it's better than the way they used to work on bikes - no gloves at all. Check out Ole Ritter's mechanic (about 1:20 in). He didn't have options, you do. Now I am sold on gloves as I am sure the various petrochemicals are not great for you. I recently bought a box of nitrile gloves made by Park Tools - or at least branded by them. I really like these gloves:
- They are way tougher than latex,
- I find I can reuse them a few times,
- They are more resistant to solvents, oils and greases.
- No powder,
- No latex,
- No allergy.
August 27, 2011 update: Truth be told, I like the Canadian Tire version better. They are noticeably more durable which works great for cheap types like me. And easier to get (if you live anywhere in Canada). I'm sure equivalent versions exist for mechanics in other places as well.