I have the BMW ///M Driving Gloves which I use when autocrossing and on the track. My palms tend to sweat and get slippery, particularly with the 335is for some reason. They're very soft and tight with great feel. You can pick them up at your dealer for full MSRP or find them online for less, usually less than $35. On the plus side, they coordinate so well with your BMW ///M hat, ///M t-shirt, and ///M jacket.
Do a search and you'll find people using many different kinds of driving gloves, some costing more than $100.