I'll frequently go the "Michael Jackson" route when I'm painting or handling the model after it's been through paint and wear a glove on my left hand. I very rarely do so otherwise. Occasionally when I'm dealing with thinning 3M glazing putty since man, that stuff is a nightmare to get off your hands. Also, if I'm polishing a black coat ahead of Alclad, I'll suit up in two gloves to keep any skin oils off the surface.
For me, though, the glove is all about protecting the model. My airbrushing tends to be done with fine needles and highly thinned paints, so not much in the way of overspray (I make way more mess wiping off my paint stirrer).
As for during construction...why? I use Tenax for about 80% of my gluing. Gator's Grip PVA glue for another 10%, and CA for maybe the last 10%, and that's always on small areas where there's very little chance of getting my fingers caught up in it. Tenax cures so fast and Gator's is basically white glue, so I don't see any need for protection against either of those.
On the Bench: 1/32 Trumpeter P-47 | 1/32 Hasegawa Bf 109G | 1/144 Eduard MiG-21MF x2
On Deck: 1/350 HMS Dreadnought
Blog/Completed Builds: doogsmodels.com