Most of your interaction with the drum set is done through your drumstick grip, and therefore feeling comfortable with your grip is very important. The information contained on this page really originates from a quest to make the drumsticks stop flying out of my hands.
As I was learning to play drums, at some point I felt sufficiently confident to start playing loud and fast enough for the drumsticks to start flying out of my hands. Obviously not a very desirable result! I’ve seen this happen to professional drummers as well, so if this happens to you, know that you’re in good company. But, of course it’s always better to keep the sticks in your hands while you play.
There are two things you can get to immediately eliminate or greatly reduce the flying sticks incidents. The two are drummer’s gloves and drumstick wrap, also known as drumstick tape. These two items increase friction between your hands and sticks, and cushion the shock of hitting things. Each of them will help by itself, but both will help even more. Gloves and wraps will not only prevent sticks from flying out, but will also make gripping the sticks generally easier. The increased friction reduces the amount of force required to hold the stick in place.
Drummer’s gloves are designed to have high friction, while being as thin and ventilates as possible. I recommend and use the Zildjian gloves. They come in different sizes, S, M, L, XL, etc. I think they tend to run one size smaller, at least in reference to men, so that an XL is like a normal L.
Drumstick wrap is high friction rubber-like tape that wraps around your stick. If you do use it, just remember not to wrap the stick more than a half inch beyond where your hand makes contact with the stick. Otherwise, the wrap might get shredded as the stick hits the rim of the snare or the edge of a cymbal.
Gloves and wraps will help you hold the sticks, but if your drumsticks are flying out of your hands, you might also need to improve your gripping technique. You might want to study the articles on this site discussing drumstick grip. Start with the drum sticks balance lesson.
As soon as I put emphasis on letting the stick pivot more freely in my hand (pivot about my index finger that is) when it recoils from a strike, the sticks stopped flying out even without the gloves. Therefore, keep this in mind while studying the grip technique lessons.