I *hated* the idea of glossy for a long time, but I wanted to use my 920 without a case and I remembered how my matte 900 was kind of slippery before I put the bumper case on it, so I started doing a little investigating...
I was surprised to find that the glossy actually sticks to your hand BETTER in most situations. Basically if you have even the tiniest bit of moisture or oils on your hand or on the phone, which is almost all the time, that gives you some grip on the phone by making it stick to your skin a bit. The matte finish simply doesn't do that, so it actually winds up being slightly slippery in real world use.
The only exception is if your hands are extremely dry and the phone is immaculately clean and free of skin oils. That's only happened to me once so far. I had been soaking in the hot tub and dried my hands thoroughly so my skin was free of oils, and it was when my phone was brand new and super clean. I grabbed the phone and it was real slippery.
Maybe if you live in a very cold climate and your skin is really dry, I'd say the matte is going to be as easy to grip or easier than the glossy. In any other case, the glossy is definitely easier to keep in hand.
So in the end I went with glossy white, which I never thought I'd do, but it works well and I have no regrets. My only other concern about the glossy was that it might show scratches or swirl marks over time, but that's pretty much negated by choosing white because they'll be virtually invisible.