I agree with colesey on this one. Under no circumstances should you be training the heavy bag without gloves. There are many ways to train "good foam" such as shadow boxing, isokentic training, fresh air work. This is what you should be doing before you get yourself on the bag. Footwork is key. Everything in MT comes from the floor up, so if your footwork is wrong then it will reflect in your technique.
Regarding the gloves, I would go for either Fairtex, Twins, King or Raja. These are the top end of the gloves market. Windy uses a lower grade leather than the previous mentioned. I have heard of Title and the Everlast brands. However I really don't rate them because the construction and leather is so poor.