This is the stuff I get for my manufacturing folks:
http://www.grainger.com/Grainger/MOD...828?Pid=search
Similar to the medical pre-wrap that was referenced above, but not as stretchy (lower rubber content), and much tougher. Another option are leather thumb guards. Pretty cheap and they last forever:
http://www.grainger.com/Grainger/CON...ZE3?Pid=search
Although I am sure that salt water baths will do a bit to shorten that "forever" lifespan, they should last for quite a while. And at about .83/ea for a pack of 10, they are pretty cheap.