I've read that it's a good idea to keep some of the pigments from being absorbed through the skin, especially cadmium based and some of the other metals.
An option that may offer some better protection than going without gloves is to use a barrier cream such as "Gloves In A Bottle", available at Jerry's and other art supply stores. After painting, wash your skin off thoroughly. The barrier cream helps because it is designed to prevent the paint from being absorbed into your skin. My experience has been that it makes it much easier to wash off the oil paint than when the paint is on your bare skin.
I primarily use Gamblin oil paints and as a brand they are committed to artist safety, even their cadmiums are touted as safe to touch, not absorbed through skin. Here's a link to their safety information page: Gamblin Artist Safety Info