What Staci said. I find that flipping it around actually prevents it from catching coming on and off. If the ring doesn't fit in the finger hole, you could always go with the ever-stylish mitten option.
Hm, I've never really had a problem with my ring catching. My gloves are leather though or felt lined. I actually hate it when my ring spins around, because I'm afraid that I'll grab onto a bus pole and then crush it.
I always check my rings are still in place when I take my gloves off.