Wearing gloves is optional depending on the degree of formality and style of your wedding gown. If you are having a formal wedding and wearing a dress with sleeves anywhere above the elbow, you should almost definitely plan to wear gloves.
There are no absolute rules about the length of gloves. However, the length of the sleeves on your dress largely determines the best look:

(1) If you are wearing a sleeveless dress - wear gloves that go above your elbow.

(2) If you are wearing a dress with sleeves that end just above your elbow - wear mid-length gloves.

(3) If you are wearing sleeves that end below your elbow - wear short gloves.

(4) If you wearing long sleeves - don't wear gloves.

Your gloves will look best if they fit well. You will need to try them on to determine your glove size but you'll probably find that your glove size is the same as your dress size. Gloves that are the size "stretch to fit" are often sized in small/medium/large. However, whatever the sizing, select a pair that fits snugly at the wrist.

Pick gloves in whatever materials that most complements the fabric of your gown depending on the time of day, season, and formality of the wedding. The most popular now are silk for late summer and matte cotton for fall. Also, since you are probably only going to wear the gloves once, it may be best to wear a nylon pair. These are more affordable and they tend to drape better than expensive gloves.

Most formal wear styles are available in a range of white, off-white, and ivory shades. If you can't find a perfect match to your gown, opt for a pair slightly lighter than your gown to prevent your hands from looking as if they were dirty. If you are wearing color, have the gloved dyed to match the color of your gown. These suggestions apply to your bridal party as well.

If you choose to wear gloves, you will either need to remove your glove during the ring exchange portion of the ceremony or create a break-away glove.