You start with these. 

Simple, cowhide. Around $17.

Someone might think, do I really need cow skin gloves? How about canvas or rubbery plastic? 

But what you've noticed about these gloves is how they break in. They start to conform to your hands, in a loose way, but in a way that causes you to think, "Hmmm, I guess there really are unique properties to animal skin."   

What's the next best thing, for vegans? 

That's coming. It's on the To Do list. 

Here's an affiliate link to Amazon. All the proper disclosures and rationalizations are here.