I'll often not wear gloves in the field if I feel there's no direct issue with bloodborne contaminants. I feel like it's akin to wearing a mask with every patient because they could have TB / SARS / Hamthrax (Swine Flu) / etc. Obviously you could be safe and wear gloves and a mask (or, for that matter, a level A suit) with every patient but the majority of your patients would be pretty freaked out. As someone else pointed out there's definitely a psychological component to gloves - I would posit that _not_ wearing gloves (when it's safe) can be helpful with many patients. The little old lady who needs her hand held will wonder "what's wrong with me - this must be bad if they won't even touch me" if you do so while still wearing a glove.
Clearly, there are times when you should be gloved (and masked) up. I don't approve of touching anything involving bodily secretions without gloves; even if you're just pulling a cath if you get splashed or have an open wound (hangnail anyone?) it's a direct path of entry. Basic EMT classes stress "wear gloves all the time, every time. Even when you're just going to the bathroom. Or eating dinner." because the clinical experience to know the difference hasn't been learned yet. If you're ever in doubt you should err on the side of caution, but remember an empathetic human touch is sometimes powerful medicine. Just make sure you wash your hands between every patient contact. If you're nice to the nurses they may even tell you where the good hand soap is hidden.
Part of clinical rotations (possibly one of the most important) is learning to interact with patients and other healthcare providers. Unfortunately some medic students (and nurses, and doctors) view it as simply skills-based. Use this as an opportunity to add to your clinical skills; remember that nurses _aren't_ taught like prehospital providers and their whole professional culture is different. They aren't taught "Scene Safety / BSI" from day one and don't have to repeat it back in parrot fashion, so they may not appreciate the emphasis on PPE you have.