Here's my standard advice (copied from a post I made a while ago, and which I still agree with):
I use weighted gloves with most kickboxing, but I've been doing kickboxing for about 10 years.
I always think of safety and effectiveness above all, so am rather conservative in my recommendations (but have avoided most injury that way!):
1) don't add gloves until you are sure you have safe form down: no locking of the joints, controlled moves, wrists straight, pivoting the foot and hips when punching, emphasis on the recoiling of the punch, etc. You want all that to be automatic before adding gloves, so you don't have to think of too much at once.
2) when adding gloves, use them for only short periods and build up. Start with 10 minutes, then add on 5 minutes at a time. DON'T use them in the warm-up or cool-down, even after you've been using them for a while.
3) don't use them every day (when I first got mine, about 5 years ago, I got overly enthusiastic and did a couple of days in a row, and ended up with elbow tendonitis).
4) be aware of any negative sensation in your elbows and/or shoulders in particular, and stop using gloves if you are having problems. Take a week or two off from the gloves, then build back up gradually.
5) I've been using 1# gloves, with an occasional foray into 2# for slower workouts and short periods of time (and only after having used 1# for 4 1/2 years). I wouldn't recommend going much beyond that, though it depends on your personal strength and anatomy. Chynna (the former wrestler) could probably be fine with 3#, or, heck, even 5#, but little small-boned me will stick with my 1#. Rather than adding poundage to increase intensity, you can punch with more force (always controlled, and never locking the joint) and/or faster.
I think the most important thing when starting to use gloves is to let your rational mind be your guide, rather than that pleasure-seeking lizard brain we all have vestiges of. You may be having fun, and want to use your gloves through the whole workout right off the bat (lizard brain says "whooo!"), but approach it more conservatively (rational mind takes over and says "that's enough for today...we'll do more later") and you'll end up being able to do more in the long run.
You might want to do a search under "weighted gloves" in this forum (under "advanced search," choose to find the words in the 'title of post" to get the most appropriate responses). I know the subject has been discussed a couple of times rather recently. You might find some more info there.
I highly recommend these Ironwear weighted gloves :
http://ironwearfitness.com/handiron-1l.html You can also sometimes find them under other brand names, like Reebok).
