I am assuming you don't mean "I wear my shock gloves over my gecko gloves, thus I can both stick to walls and shock people"
Cause, well, that's a book to the head....
Generally speaking, each glove does a seperate function, much like today (trust me, there are gloves for EVERYTHING! I deal with this BS weekly). And they are generally not compatible.
Which isn't a big deal, they are gloves. They fit in a pocket just fine.
Now, I am sure some GMs may allow you to stack glove functions, but that is houserules only. (If it doesn't have a listed capacity, it generally can't be combined)