As with all such discussions... it depends! Duty, post, circuit, weather, class of car, size of hands all play a part.
You will often find people wearing Ringers or Mechanix basic gloves (Authentics or Originals respectively). You'll also find people wearing £3 rigger gloves, very fine firefighting gloves from Southcombe Brothers (or related companies), gardening gloves, welding gloves/gauntlets or oil platform gloves, or Sealskinz waterproof gloves.
If you're going to be doing a lot of flagging, then the lightweight ones like the Ringers are perfect - they'll keep the cold (or the sun) off your hands and they're dextrous enough in most cases that you don't necessarily have to take them off to write notes/reports.
If you're intending to do a lot more incident marshalling then you may need a more robust pair as you'll potentially be digging through gravel and dealing with very hot or sharp broken bits.
Even then, the choice is bewildering and the prices can vary enormously.
Personally, I usually have a pair of Ringers Authentics with me but I also have some riggers gloves for bigger badder times where I need to dig holes
