They all look glossy to me, even the black and gray.
I don't know about the lumia 800, but the lumia 900 supposedly has a rubber coating that makes it grippier. It also makes it feel nastier/dirtier and when I tried the half dozen or so Lumia 900 units at my local AT&T, they did not feel good at all and the coating seemed loose and able to be scratched off. The colors also looked dingy. However, I really liked the white glossy one. It felt harder and stronger than the other Lumia 900s, and the finish was clean, smooth, bright, and super grippy with lots of friction. That's why I prefer the glossy finish. Far easier to clean, feels nicer and stronger, looks better and makes bright colors pop. However, glossy on dark colors looks terrible and cheap. It should be reserved for bright colors, which mask the gloss and reflection and fingerprints.
Why does everyone call the orange color a red? I've seen a dozen videos of it in different lighting and it's clearly an orange.