I was dead set against glossy until I tried them both out.
The truth is, if your hands are completely bone dry and free of oils, like when you get out of a swimming pool or hot tub after a long while and the phone is completely clean, then the matte finish is easier to grip firmly. Also if your hands are very cold and dry I believe this applies. I live in Florida though so this is never an issue. Also I think if your wearing gloves the glossy will slip right out of your hands (unless they are leather gloves)
However if your hand has any moisture/skin oils to it, the glossy will stick to your hand MUCH better than the matte finish does.
This is what made me finally decide to go with the glossy finish, which I thought I'd NEVER do. I wanted to go without a case on the phone so being able to get a good grip on it is key. I find the matte is actually pretty slippery because it won't adhere to your hand at all.
The only other exception to this would be if your hands are extremely greasy. If you eat some fried chick or apply suntan lotion and then grab a glossy phone it will probably fly right out of your hand.
So I'd say if you live in a moderate climate where you will rarely need winter gloves, the glossy is a good choice.
If you live in Canada, colder climates etc where your skin will often be cold and dry, I would think about the matte finish.
Hope that's helpful.