I've went to using the 7 mil latex gloves from Harbor Freight for setting and once I think they are dirty or contaminated I switch them to bait/lure gloves and grab a new pair for setting. Cheap, disposable, waterproof, and they hold up good. They also fit like another skin so it is almost like setting barehanded. I hate trying to do fine work with gloves on so those are what I've settled on. Tried the 5 mil ones but I couldn't hardly get a set made without having them ripped. Not good in warm weather because your hands will sweat and once you take them off you won't hardly be able to put them back on, but in the winter they work good. I never cared for cotton/cloth gloves because they always get wet quickly and once they are wet I feel like the human scent goes through them with the water and defeats the purpose of them. I used ones like Boone recommends quite a bit, but I always end up with them soaking wet and never seem to have enough spares with me. I just take a box of the rubber gloves and put them in a gallon ziploc bag and have lots of spares with me.
I use a 22 or 22 mag and am very satisfied. Generally prefer the 22 because it is much quieter in a pistol but have been using a 22 mag this year because I have a pistol I bought some years ago because it was a good deal and it hadn't did anything but sit in the safe since I bought it and this fall I decided I should use it for something so I took it out and have packed it all winter. We won't go into dispatch methods farther because it is discouraged on the forums, but I was told that Montana requires you to shoot wolves for dispatch. I don't know if that is actually true, but it is what one Montana trapper told me.