Thanks for all the replies, some really useful ideas. I like the idea of a newspaper wrapped around the arms, gives you something to read as well.
Welding gloves sound good too, now to find an old pair...
I was watching GW on Friday and Monty was wearing a pair of elbow length gauntlets while pruning a rambling rose. I have tried a couple of pairs, which I suspect were of lower quality than Monty's, but still get spiked by brambles (mainly in the fingertips). Can anyone recommend a good pair of tough gauntlets that will protect against all but the most tenacious thorns?