I used to use cheapo gloves...until I had a stick drive my index finger back into my hand.
I was playing keyboards in a band with a house gig the next night. I taped my hand until I went on stage, played in pain, drank to numb the pain, finished the night, taped my finger until the next weeks gig. I did this for about 4 weeks.
I decided then that good quality gloves are a nesessity for me.
I agree though..in ball hockey the most dangerous things are not the ball.
The other reason I prefer better quality stuff aside from protection is durability.
For the poster whos vamps are jamming on him, I suspect it is still about the material of the pad and the surface you play on. strategicaly placed duct tape or velcro might solve your problem.