I've got a pair tough, fingerless gloves that I'll sometimes wear if I'm training extensively on abrasive surfaces, or if my palms start feeling irritated. Otherwise, I like to say if it hurts a little, slow down or change it. If it hurts a lot, take five. And if it hurts like a mother f***er, limp home.
As for callouses, they're not necessarily bad. I've got them from playing guitar, and they're the body's natural way of toughening the skin. Just got to slow down when the callous arias get irritated, or protect them, so blisters don't form