You really really should, especially for showmanship. At a small show is skip gloves but anything rated it shows a great deal of respect to the judge and your fellow competitors to really make an effort to look your best.
I show in showmanship, the shows are unrated but go by the rated show rules and I believe you are disqualified or knocked down to the bottom placing if you are not wearing a hat and gloves. And it IS noticed by the judge. Make sure your hair is tidy under the hat too. I was dinged points in a class this year because my short (pixie type cut) hair had a few stray curls at the nape. I guess I was having a bad hair day that day!
In showmanship you want to look as polished as possible.
I was DQ'ed at an open show that was using AMHR rules as suggested guidelines- the judge came up to me to tell me that at the end of the class that I was DQ due to not wearing gloves. Now I just wear them at all times for SMS to be safe.