Probably everyone already knows about this but if not - There is a product named Medipore™ by 3M that comes in a roll about 3" wide.
It is a porous light fabric with adhesive on one side. I cut it to my liking (experiment) and wrap it around my thumbs and forefingers for protection from working with wire especially. It stretches to mold to your fingers - as many wrap arounds as you like.
I find using two is enough protection and I can still feel my wires.
Stacy's Answer:
Thanks for the great tip, Layte! Medipore™ is also great to use when you're working with sharp-edged sheet metal.