I wonder if anyone has a preference for using gloves to handle HID lamps. I personally do so because I do not like having the oils from my hands damage my lamps when they are in operation.

Most lamps are not damaged by the fingerprints.
Practically the only sensitive are the bare quartz bulb/arctube lamps like halogen incandescents or (projector, theatre,...) HIDs.
Lamps featuring an outer bulb are really all safe, same is valid for fluorescents.
The problem is really when the fingerprints become exposed to temperatures close to 1000degC or so and that is the case only with bare bulb halogens or bare arctube high pressure lamps.

But in any way it is good practice to prevent the grease contamination of any lamp, just because it tend to glue on the dust and other similar mess, plus when the fingertips tend to decompose, the organic components tend to decompose get brown, so cause bad smell and block light.
So using gloves to handle any lamps is indeed a good practice, even when the lamp design does not strictly require it.