Blue or black, I think they are the same. If they fit loosely there's a small loss of tactile feel, but since they are just for holding the larger bits it is not a problem for me. I use them when cutting/sanding/grinding on resin too, both hands in that case. I get them from the auto-parts store, cheapest I have found, and using one at a time doubles the life of the box.
I'm not allergic to latex, lots of people are, but I do not think they are as effective against the stronger chemicals as nitrile, thinking acetone and lacquer thinner. I could be wrong about that, never claimed chemistry as a skill.
I do want to start using the white cotton ones for post-paint handling. Anything you can recommend there?