Gloves are unnecessary. The truth is they cause a loss of dexterity, afford a less stable grip upon a coin, and can give a false sense of security. This is, of course, aside from the fact that even the softest glove can easily damage the right coin. With that said, using them is up to the individual and I'm certainly not questioning anyone's choice to do so.
Proof, absolutely, and obviously the fields in particular... but gloved fingers are fully capable of disturbing luster on business struck coins as well. Please understand that I'm not saying one shouldn't wear gloves, but only to point out the pitfalls that they can and do have. There are good reasons why, the TPGs as an example, do not. There are past threads here discussing the matter much more in depth if anyone wishes to search them out.
Totally agree, always try to pick: up by the rim if possible specially on proof coin, almost any maternal that has a unprotected mirror polished surface is highly susceptible to damage by even dust, try and be as careful as possible but most proof coin come in an airtight holder I personally do not take them out of a holders.