I use gloves when using welders and A/O torch. I keep a pair of gloves in the blacksmith shop, but use them only as a last resort.
For general forging I work bare handed. Rarely , I heat something in the forge that is too oddly shaped or heavy to be gripped with tongs.....after it has become too warm to handle barehanded, I will reluctantly use the gloves.
Sometimes I wear a glove on the holding hand when punching a hole in a large piece
I have noticed that when punching a hole, barehanded, it is not quite so uncomfortable to face the palm of the hand toward the hot work instead of the back of the hand. My palm is less sensitive to the heat.
When I have a piece in the fire for a while and the 'holding ' end is beginning to be to hot to handle, I sprinkle water on the 'holding' end of the work.
This will often cool the metal enough you can grab it comfortably..........BUT!, if the piece is larger than, say, 1/2 in. round.........the water may only cool it on the outside, allowing the heat in the middle of the iron to soak back to the outside (where your hand is)very quickly. So that is definatly something to be careful about.
Worst of all, in my opinion, is to be wearing a wet glove, due to quenching or where you have been cooling metal with water........and be lulled into a false sense of security.........then you grab a piece of too hot metal with your wet glove and discover how quickly the wet glove will conduct the heat to your hand.
This is both quick and painful!
I've been burnt a few times.........thought I'd share...