I pretty much always wear cloth wraps underneath my gloves. It helps a lot, I find. Nothing fancy, just a maybe like $5 pair of Everlast wraps from a sporting goods store.
As far as actual gloves, I normally wear 16oz boxing gloves, or an old pair of UFC brand MMA gloves that have fairly thick padding over the knuckles (I don't know their weight).
Beyond that, if you're really beginner, you might just have soft knuckles and/or a hard bag. I know when I was first getting into it, I would hit my brother's heavy bag (which while fairly light, was pretty hard) and that seriously bruised up my knuckles. As time went on my knuckles just toughened up to it though.