For the average golfer the grip is a vital piece of equipment. There are many professionals who play with out them. Freddie Couples comes to mind. As a kid he could not afford a glove and learnt to play without but for day to day golfers it is important – helps you feel comfortable on the club and less slipping and will help reduce the chance of a blister if you want to practise a lot and your hands are not used to that type of use. Lose your grip and ypu lose control. 
There are a range of gloves from a price from $7 – $30. The following descriptions will give you an idea of materials and what is best for you:
Leather
The most common material has many benefits to golfers. The texture of the material is perfect for golf; it offers great feel to a player and it grips like a second skin. Leather is also very moisture resistant and will remain soft for a long time if cared for correctly. Err on the smaller size when buying as the will stretch over time. If the glove gets wet make sure you pull it to shape and let it dry naturally. Let in the bottom of the bag they will dry incorrectly and lose shape and dont leave in direct sun as the leather will harden and be ruined.
All-Weather
The all-weather glove does it exactly what it says. Targeted at the golfer that will play in humid or wet conditions, it is more water resistant than any other material and can offer extended feel in moist conditions. The light synthetic material is breathable and grips better the wetter it gets. Some makes come with a warmer cover inside for colder climates, it is undoubtedly the best option for golf in the rain or if your are sweaty in warm conditions.
Synthetic
Synthetic gloves are stretchy, the extremely lightweight material that suits a golf glove perfectly. Some gloves in the market do use 100% synthetic material; these will be more durable than a leather glove. Its lightweight, breathable and stretchy microfibres but does not offer as much feel as leather, but there are some makes that have a combination of leather and synthetic, the leather part being on the palm of the hand.
Winter and Mitts
There are two types of gloves aimed towards winter golf. The winter playing glove is a thick, often knitted or thermal material that is worn on one or both hands to play shots. It allows a player to maintain heat in their hands, which is useful for golf in cold weather. A mitt type glove will slide over a glove while not hitting to keep your hands warm.