I use a swing-away release, so there's no need for gloves - you can easily keep your shooting hand stuffed in your jacket, in your pocket, etc.

If I must use a glove, I just use some super-tight, thinjobs. They're so thin that they don't bulk up on you. Like Rybo said, I think they're called camo skins or something. Picked them up at Gander Mountain for a few bucks. I usually keep one on my left (non-release) hand.