I don't like wearing gloves when I tie dye. Inevitably a drip of dye will be on the gloves, and it will end up where it doesn't belong. With my hand I can rinse and use a towel and know that I've removed the dye (well, the dye that hasn't attached itself to my skin!).
The colour on my hand is from working through the rainbow. It will fade in a couple of days, but my cuticles will be purplish for a couple of weeks.