Try something like these:
http://www.polyco.co.uk/industrial/displayproduct.asp?q=226&c=32
Loads of companies make them - very thin gloves, almost like a second skin. They have a thin coating of Polyurethane (PU) on the palm side and they get comfier and fit better the longer you wear them.
Try local safety shops or Arco - no more than £2 a pair normally.
I wear these for general handling.
For grouting, try NITRILE disposables rather than latex. Latex is often too weak, tearing easily and it is often powdered with corn starch which can irritate skin.
Personally I use these, and really recommend them:
http://www.polyco.co.uk/industrial/displayproduct.asp?q=32&c=2
They are quite thick, but really soft, tough and comfy. Hands don't sweat either as they have a knitted liner. They can be bought at Sainsburys - called "Multitask".
Generally, your hands will get tougher with use - but ALWAYS wear gloves when grouting or you will definitely end up with dermatitis sooner or later!!!