Capacitive touchscreens work on the principle of disrupting the displays electrostatic field. All you need is a conductor to cause this so in theory, some "glue" with metal shavings (or just some conductive glue) should work fine without the need for it to touch your skin.
its not quite that simple
the newer displays such as the iphone 4 and galaxy s3 use a type of display that uses mutual capacitance that allows for multi touch, these screens rely on an actual capacitance transfer of charge. so just using a conductor will not achieve anything unless it is somehow grounded or connected through a resistive connection to something else with a different electrical charge. nearly all the new capacitive stylus rely on the fact that they are being held by a human hand.
the anyglove stuff works by a chemical solution of surfactants (particles that can molecularly bond through various materials/substances) and is then set/glued in place. this substrate then conducts the bodys capacitance through the glove to the touch screen.
that is why the anyglove stuff states that it will breakdown in time /use and depending on the type of material applied too.
im not sure that the anyglove would work so well with proper all weather and waterproof gloves??? but i do like the sound of it!
