Wear gloves!
Full boxing gloves offer the best protection but admittedly offer so much protection that bad habits can form unchecked. MMA gloves are less forgiving but keep you from breaking your hands if you slip a little bit here or there but trust me when I tell you that YOU WILL KNOW you made a boo-boo... Make no mistake, you CAN break your hands on a heavy bag wearing MMA Gloves... I've done it... a few times. And it sucks.